Update: I got the little transformers today.
They are indeed a 555 timer feeding a transformer (at about 14kHz). The transformer output is about 177 Volts with a 5V input (yes they work at 5V even though eBay says 6V).
I didn't have any luck connecting neons directly across the transformer output (frequency too high?) so it looks like I have to use DC.
Here's one lighting up some neons connected in parallel across the first capacitor in the Cockroft-Walton multiplier. I need to play around and see how much current it can supply.
Also ... find out if I can connect two neons in series. Can I connect them across two capacitors and get three or more in series, etc.