Electrolitic Capacitor of the LNK304 input getting extremely Hot

Hello,
I have used the LNK304 to make a small power 24V power supply from the 230VAC (European) grid.
I am using a small RF module (XBee) through a 3v3 linear regulator and the problem is that the electrolytic capacitor 4.7uF/400V that is in the entry of the LNK304 is too hot and there is no ventilation!
I believe that it is because of the RF current spikes that the module may be requesting.
The RF module is not that powerfull, so i think that the LNK304 circuit of the datasheet should be able to drive it.
Specs:
Supply Voltage 2.1 - 3.6VDC
Transmit Current 35 mA/45 mA boost mode @ 3.3VDC
Receive Current 38 mA / 40 mA boost mode @ 3.3VDC
--------------------------------
I tried to use the a full-wave rectifier instead of the half of the example of the datasheet to reduce the ripple but it is still very hot.
I tried to rise the 1mH inductor of the low-voltage side to 4, 5 and 6mH but it is still warm.
I can't make the capacitors bigger because of the space requirements.
Do you have any idea of how to solve the problem?
The original circuit i am using is attached to this post. I'm out of ideas now.
By the way. I need the 24V to drive some relays, but i am not using them right now and they will be turned on just for a few seconds, so i believe it will not be an issue.
Best regards,
Nuno