I would not short out the inductor, as the surge current into the capacitor could blow the rectifiers. Like David, I suggest replacing the SCRs with diodes and seeing what you get. For an inductor-input filter with enough inductance so the rectifiers are always conducting (assuming plain rectifiers, not SCRs), the output DC voltage is the average AC input voltage minus rectifier and inductor and transformer drops. The average of AC is about 90% of the RMS, so you should get 36 VDC out under load, minus 2 V for two rectifiers in series, minus the IR drop in the inductor. If you have a spare identical transformer, you could use its secondary as the inductor.I am glad to see you include the reverse diode across the rectifier output. This is necessary because the inductor-input filter is designed assuming the instantaneous current through the inductor is always positive.
To check if the capacitor is big enough, use your voltmeter to measure both DC and AC at the output. The AC should be small compared to the DC. You might have to put a capacitor in series with the AC meter to get an AC-only reading.
A cheap USB oscilloscope dongle should work. Oscilloscope software using the sound card in your computer should also work, though you may want to replace the input series coupling capacitors with larger ones to get better low-frequency response.See O. H. Schade, "Analysis of Rectifier Operation", Proceedings of the IRE, Volume 31 issue 7, July 1943, pages 341 through 361, for detailed discussions of rectifier and filter functions. Treat your silicon rectifiers as mercury-vapor rectifiers with one tenth the voltage drop. ieeexplore.ieee.org has this paper, though they charge for it.