baby neons look like any other eggs laying fish prior to colour forming (a fine slither of glass) whether it be a Betta, Danio, barbs etc.
That is the are like the picture above posted by Chazza404.
The "thing" your've mentioned does not sound like fish fry to me, however it can be hard to see fry sometimes. One trick used is to feed very small amounts of bbs and look in the tank 5 - 10 min later, the belly's of the fry will be bright orange with bbs.