There's a type of resistor that's made exactly for applications like yours (pulsed, low inductance, high power): Metal film resistors in transistor packages.

Here's an example of a 20W type that can take extreme pulses such as the one you expect to dissipate in the resistors: https://www.vishay.com/docs/50005/rto20.pdf

Depending on the actual voltage you expect to encounter, you could put 10 to 20 of them in series, giving you a total voltage rating of 5kV to 10kV and a power handling capability of 200W to 400W. The momentary overload capability of this resistor string would approach 100kW for 10µs, according to the datasheet. (Each resistor can handle 20W continuously, >5kW in 10µs pulses, and 500 Volts)

Keep in mind that you have to cool the resistors appropriately.