Let's back up for a moment and review a few things. A common Triac dimmer is actually a form of PWM because it slices off a piece of each pos & neg cycle. Which, in effect shortens the on time that the load is receiving current. It doesn't work well for LEDs because LEDs are fast and there's no hot element that's still giving off residual light during it's off periods. After all, a filament has to cool before our eyes can perceive a difference.
Since conventional PWM circuits are used to dim LEDs in 12V systems here's a thought....Have you considered using a conventional 12V 555 PWM circuit powered by a wallwart? The PWM output of the 555 would drive your FET while your 240v LED string would be connected in the Drain circuit.
Of course the above scenario would require removing all the caps in your current configuration except the filter cap on the output of the bridge. That cap would have to be increased to about 100uF. You will also have to calculate LED current and possibly (probably likely) add more LEDs in series as well as replace the limiting resistors. This circuit would most certainly deserve a SB fuse too. It may also require a series resistor on the output of the bridge to limit the inrush current to the filter cap when it's first turned on.
See if you can sketch up a schematic of this concept on your own. If not I'll draw and spice run one for you. Actually, I started drawing this up yesterday but I ran into a snag. I've never liked the POT symbol used in my Tina Spice because it is so damn big! Sooo, last night I decided to modify the symbol. Big mistake, as in many things 'computer' everything turned to sh!t after that. I finally straightened the mess out after many hours of wanting to use my laptop as a Frisbee!!!!
Chris