Could you make a helium atom from hydrogen gas?
The hydrogen nuclei are spaced out by about $\pu{70pm}$, if I guessed/remembered the number correctly. To generate a helium nucleus, this distance has to be reduced to almost $\pu{0pm}$ against the repulsion of like charges. So if you just bombarded a hydrogen molecule with neutrons from one side, nothing would happen since the two would not fuse.

It may work if you manage to shoot both neutrons into different hydrogen atoms in such a manner that both hydrogens are displaced towards the other. But this type of collision can be considered more of a thought experiment than anything practical. (Even just hitting a single molecule with two neutrons at the same time is hard enough.)