Ther UF diodes actually turn off faster than normal diodes, and have really been developed for use in switch mode power supplies.
There are two main switching noise issues to consdider with silicon diodes in rectifers:
Firstly, a small voltage is need across the diode for the diode to conduct. This is typically 0.7V for a 1N4007 diode. The consequence of this that there is a region around the zero crossing point of the input waveform where there is no conduction. This causes harmonics extending into RF to be induced on the power rails AND back into the transformer. These harmonics can be coupled to other windings, eg the filament supply. UF diodes still have a required forward voltage drop, so won't improve this situation.
Secondly, when reverse biased it takes some time for the charge carriers in the diode junction to swept out, so there will be a small reverse current. This can be thought of a a very small capacitor in parallel with the diode. UF diodes switch off faster (ie have lower capacitance) so in theory would actually cause more hash on the HT rail!
The UFs low capacitance is vital in a switching mode power supply when rectifying say 50kHz and above, but doen't actually help in a linera supply.
The easiest way to reduce switching noise is wire a cheap 10-100 nF 1kV ceramic cap in parallel with each diode in the rectifier ie increasing the capacitance of the diode.
For lower voltage DC supplies, eg DC filament, I use Schottky diodes which have the lowest forward voltage drop and soft recovery characteristics.