Why on earth would you deliberately provide 1/2 of a circuit that could kill you?
In addition to years as an electronic hobbyist, I worked over 45 years with all types of electric and electronic equipment, including high powered (high Voltage) commercial transmitters. In all of that time the worst shock I ever got was when about 40,000 Volts passed through my body, through my shoes, and into the grounded, METAL workbench I was working at. I know that was the path it took because I found the burn holes in my hand and on the bottom of my foot.
IMHO, the last thing you want is a grounded workbench. And I think I know what I am talking about. I don't even like those grounded mats for the top of the bench that are supposed to prevent static damage. When I find one I either disconnect it or toss it away. In that same time period I have never seen anything damaged by static discharge. Those mats serve NO PURPOSE.
Oh, and when you see a Voltage specification on a probe, BELIEVE IT. That 40,000 V also went through or around a meter probe I was using. The meter, a Simpson 260, was OK.
The US standard GFCI is designed to trip about 5mA, not 30mA. They are an excellent idea. Consider grounding your workbench, etc if it is metal. I specifically chose metal pegboard mounted to Unistrut so that I would have a solid ground in case devices mounted there faulted.
Aside from the total untruth about ESD mats written above — they most certainly DO serve a purpose, and the fact that you haven’t identified any damage that you attribute to ESD doesn’t mean you didn’t cause any — there’s a reason they are not made of low-resistance material, and have a further resistor inline to the actual ground: that limits the current in an ESD event, but above all limits the current if the operator were to complete a circuit through it. So if you are touching the mat and touch mains voltage, the current is limited to something so tiny as to be irrelevant.
Most hobbyists aren’t working with the types of voltages where the current through an ESD mat becomes hazardous. 40kV is certainly well outside of what most hobbyists should ever consider working on. By that point, one either needs to be highly experienced, or have the guidance of someone who is.
(Just the other day, at work, I actually applied 40kV to an experiment apparatus for the first time. It has a custom metal cabinet, precisely to ensure operator safety. But while it is high voltage, unlike your situation, mine is low energy, in that the power supply itself is only capable of 1mA, with the adjustable current limit set lower. Nonetheless we equipped it with two layers of interlocks, as well as a discharge circuit to ensure that the HV cable’s own parasitic capacitance can’t be left with residual charge. Since I am not very experienced with HV stuff, I had the guidance of my old boss, who is. )