I actually have noticed that on my phal as well. For the film on the leaf, I used some water mixed with a bit of lemon juice (the type you can get in those plastic lemons at the grocery store). It pretty much cleared it up and my phal's leaves are pretty glossy right now.
My phal also has white powdery stuff at the base of the leaves. I think it might just be a film from minerals and whatnot as previously stated, or some type of natural coating/substance that the plant produces itself.
As long as the white stuff isn't moving! Cause then it might be mealybugs
I'm just starting out with my first phal, so hopefully someone with more experience will be along to help!