Hi

I can find various sizes of Mylar Capacitors with similar rating.
For example 1.5µF,
I can find bulky capacitors rated 500V, 650V or 700V (30 to 40mm x 20 to 25mm x 10 to 15mm)
and also I can get smaller caps rated 450V or 500V (20mm x 15mm x 5mm).

Does the size matters? I need to use them in CDIs at 300V.

 

If your measured voltage is 300V, you need to use a higher voltage rated capacitor. A "rule of thumb" is two to three times circuit measured voltage. Have a look here - https://www.sparkfun.com/news/1271