Becca, It took me several evenings of frustration trying to get those moss balls to work for me. In the end, it just wouldn't work for me like the instructions said it would.
What I have found that works for me is to get the long strands of slightly damp moss and wrap them around the inside of a clay pot (of approximately the right size). I press the moss onto the sides to make it stick, being sure to leave the center open (so, only a layer of moss along the sides of the pot). I then leave that to dry out completely. Once dry, I pry it whole out of the pot and it makes a wonderful 'framework' in which to complete the potting of the Neo. I turn the now dry form of moss upside down, put the Neos roots down through the empty space inside (and a couple of roots on the outside to hold the plant steady, then wrap the top with another outer layer of moss to form the 'ball'. Its so much easier to make the ball when there is some basic form that it will stick to (the dried moss).
That said, I think your Neos will be quite happy on their mounts, so I wouldn't change a thing with them! I saw an awesome thead on another forum (while I was searching for Neo info) and all of the Neos were mounted and looked spectacular!
Have a look:
The Orchid Source Forum: Neofinetia question