How to create high voltage dividers without blowing up resistors
Use the same technique used to increase the voltage rating of capacitors: put them in series.  1 watt metal film resistors usually have a voltage rating of 350 volts, so do the calculations to cascade as many as you need for the required total resistance value, but so that any given resistor only "sees" a voltage across its terminals that is within its rating.

Also keep in mind that with neon bulbs, the "striking" voltage is usually higher than the "keep alive" voltage, and a minimum current is required to keep the bulb illuminated before it shuts off and the voltage must again be raised above the striking voltage. The voltage divider will need to be designed to provide enough current to the bulb at the keep alive voltage to prevent it from extinguishing, but still allow the voltage to rise high enough to strike the discharge.