While neons may be angels' "natural food", has anyone ever actually seen an angel in an aquarium eat a neon? I haven't, and haven't heard of it, despite the often-repeated warning. Although, the claim does seem reasonable, so it's easy to believe.
On the other hand, it's fairly easy to find testimonials from people that keep angels and neons together with no problems. Also, I'd have to think that in the case of most angels, their "natural food" for a fistful or dozen generations has been mostly flakes and pellets.
/shrug
So, based on my own experience and the things I've read, while I don't doubt it's possible, I have to think it's unlikely --unless perhaps you put baby neons in a tank with fully grown angels (in which case, it could be the "baby" part more than the "neon" part that gets them eaten).
In any case, my two angels have mouths more than large enough to take in my neons, and I've seen no problems.