Look on Microchip's website for a high voltage generator using a PIC. It is informative and pretty cool.
Basically, you are creating an instantaneous high voltage at a minute current. Anything you use to test it must be high impedance, or it will drain the charge that the inductor is producing. A small cap able to withstand the voltage can be charged so you may test the voltage easier. Keep in mind though, the cap can store enough energy to kill or severely hurt.
Try to pick an inductor rated for at least 50% over the peak current (150 mA). Below this point, you will give up alot of efficiency, as the inductor saturates and the inductive field collapses. For testing, you can get a neon bulb from RS. Attach a 100K resistor in series, and put it across the EL terminals. It should glow with anything over 75 volts or so. Increasing the frequency of the inverter, enables you to reduce the inductance and the inductor size. Watch the maximum voltage on the inductor also. If the load gets disconnected, you may get a way higher voltage than expected. Good luck!