Look for transformers with high isolation voltage to start. I found 2 to 3KV isolation transformers before in cheap price. Then dip in oil.
Yes, if you get under rated transformers, you need to dip in oil. This will hopefully eliminate the creepage path ( arc along surface). It is important to have transformers that have primary and secondary side by side with separate bobbins or at least has a divider. If the secondary is right on top of the primary, no oil is going to do much as they are in close contact, oil is not going to help much.
They do sell true hv isolation transformers, but they are expensive.
Here is some I used before:
http://www.tamuracorp.com/products/laminated-power-transformers/
But they are not rated for 8KV, you have to experiment.