as we said earlier remove your caps and you will read without load close to the desired voltage...Caps aren't needed for your application and it can cause voltage peak problems also....
AC 240 VAC is a sinus of 240 volts RMS and peak at 340 volts when you rectifie it to DC with a cap, the peak voltage have time to charge the cap to 330+vdc because nothing discharge the peak ripple of 340v....But with load it will stabilise very lower
A good exemple is a dimer swtich for domestic light: It doesnt reduce voltage to the lamp but it reduce the duration time the lamp see the max voltage and this give the same effect of lowering watts or the light intensity at lower cost than using a voltage step down auto-transformer...But it work only with standard bulb, if you put a led light it won't work because their is not enought load