That show is dangerous to this hobby, frankly. I'll say no more on that.
Injecting dyes into some fish species has been done, sadly, but not to the four species of "neon" tetra. These fish, Paracheirodon innesi (neon tetra), P. axelrodi (cardinal tetra), P. simulans (false or green neon tetra) and the fourth more recently discovered species that to my knowledge has not yet been described and named, all have the blue/green iridescent line that contains pigment cells known as iridophores (or sometimes guanophores); these reflect light using plates of crystalline chemochromes made from guanine. In light, these generate iridescent colours due to the diffraction of light within the stacked plates.
Byron.