This is the 2nd one of these I've had go in use and every one I've seen in equipment has already failed. I fitted this only 2 years ago from a pack of 5 from RS. Acrid smoke and the fuse blew a few mins after switch on.
A quick Google shows it's a common problem with this metallised paper type of cap both in cap-only form and the RC network suppressor seen here. I'm amazed they're still being made and sold. No harm done but it may have been different if I'd been leaning over it when switching on after servicing - so be warned.
I checked 2 left in the packet. One is cracked open and it's never even been fitted
and the other has the start of a fracture visible. So I made up networks from a 47nF plastic film X2 cap and 100R 2W metal oxide resistor. Space was a bit tight but a bit of creative bending got around that, pics attached.