What these guys said, and make sure the Neons are made for 12V AC Power. I have tried stuff made for 12VDC, (automotive strobes) but they did not last too long. Could be beause of the unclean power of the banshee, or the fact they are not made for alternating current (AC).
If the Guy had a battery on his banshee then he is setup for 12V DC.
You could try a 1/2 bridge voltage rectifier to get DC but you will lose some voltage as well, and will likely need at least a capacitor after the rectifier.
You will likely run into more problems than it is worth, unless youc an find 12V AC Neons, DC ones may work though...at least for a while.