this seems right to me, let me know what you think
I think if it seems right but doesn't work, then you have to get your voltmeter and dig deeper. There is only so much to be guessed from a couple of pictures.
Put a battery in your pedal without the power supply connected, and measure the voltage at the power connector inside the pedal. You did indicate that the battery voltage is also connected to the power input connector, correct?
Take out the battery, and connect the AC-DC power supply without your filtering circuit. Measure the voltage at the connector again, verify that it is close to the same as the battery. Verify the pedal is working with no battery installed, just the power supply connected.
This is just a sanity check to verify the pedal is still working and that you definitely know where the positive power connection comes in on the connector.
Connect the power supply to your filtering circuit and your circuit to the pedal. Measure the voltage at the connector in the pedal again, and note whether it is close to the same voltage, same voltage but opposite polarity, 0V, small voltage of same polarity, or small voltage of opposite polarity. If I understand correctly your original description it is expected to be a small voltage, but you never described checking the polarity inside the pedal connector to make sure the entire chain of connector wiring and cable was correct from end-to-end.
Same voltage: congrats, you had a bad cable or loose connection, probably working now. Not expecting this, just adding for completeness, because sometimes it happens, especially if the cable connector is not quite the correct size but is close.
0V: cable is not connecting somewhere. Maybe the connector is the wrong size to fully mate. Not expecting this either since if I understand the original description correctly the voltage was pulled down even inside the filtering circuit.
small voltage, opposite polarity: a connection is backwards on one of the connectors, and either intentional reverse polarity protection is pulling the voltage down (parallel diode), or an intrinsic junction diode behavior was turned on by the opposite polarity power and having the same effect.
small voltage, same polarity: Make sure you did not accidentally install a large value resistor in place of the 100 ohm filtering resistor. I cannot see the colors well on my computer screen, is that brown-black-black-black on the resistor you used? Also verify the current draw of the pedal. I think a Big Muff style pedal with four transistors should just be a few mA. The 100 ohm filter resistor will drop 500mV at 5mA (just V=IR Ohm's Law) so should still be fine, you would still have 8.5V available to run the pedal. If your Big Muff style pedal is actually something different than an original style design, e.g. using some op-amps, all the current has to pass through that 100 ohm resistor so you will get a larger voltage drop across the resistor. Unlikely to be the problem since you said it dropped to a few mV, but would be a possibility if you were measuring e.g. 6V or 8V.
9V, opposite polarity: obviously doesn't match your description of the voltage dropping to a low value, but I just include this case here in case someone else is working on a similar problem. In this case either the reverse polarity protection in the pedal is a series diode rather than parallel diode, so no current is flowing, or the power supply was able to supply enough current to destroy a component so no current is flowing at that point and the voltage went back up to 9V.