. You do,
however, need a neutral.

Two ways to get away without a neutral.

The naughty way is to to connect to earth instead, assuming that the
lights aren't RCD.

The nice way is to use a two way switch and put the neon between L1 and
L2. When the lamp is on - one side of the neon is unconnected so it is
off. When the lamp is off the neon is in series with the lamp which is
low enough resistance to neutral.