Thanks for the input MarkT.
The chassis of the SMPS is connected to system earth anyway. So any leakage current higher than 100mA will trigger and trip the local RCD protection. If that fails then the central house 300mA RCD will trip.
What I am worried about is the possibility of mains voltage somehow finding its way to the DC output of the power supply and eventually in the pool water giving people an electric shower!
Not too "confident" to also earth the DC output side (ie effectively connecting to the chassis) since I am not sure what effect will this have to the power supply itself.
Your suggestion for mains rated caps across the output and earth sounds interesting.
Wonder what would happen if the system earth is temporarily found at a raised potential ie. during a fault elsewhere...