i keen a keen eye on him (he's the centre piece of my tank) and the neons don't bother him...1 of the danios attempted to have a nip when i first put him in, but my Betta soon sorted him out by chasing him (as fast as he could..which isn't very!) around the tank...now they leave him to his own devices..which is either squeezing between my balls of moss...or headdown in rocks or gravel.It's totally normal mate. Mine does the same thing, and my girlfriends did the same thing as well.
They're pretty intelligent fish, and they *do* like to explore.
They also seem to like squeezing into things and getting half stuck in plants (they like the feel of leaves through their fins i suppose)
Regardless of what you keep him with, if theres neons, or platies, or other bettas, or plutonium rods, what your betta is doing i've seen and heard of happening regularly.
I trust you watch your fish, and you would probably notice if any other fish are bothering him.
thanks for the post tho