Is it possible for neurons themselves to manifest cancerous behavior?
Yes, but rarely.

Other types of brain cells are much more likely to form tumors. Oligodendrocytes, astrocytes, and more generally glial cells all form tumors with some regularity.

Nerve sheaths can also form benign growths.

Nerves themselves can even manifest cancerous behavior, even though they are nearly always benign and very slow growing. Unfortunately, they tend to cause seizures, increased intercranial pressure, and decreased neurological function in affected areas.