The difference between using a neon lamp at 230V vs 115V is that the current-limiting resistor needs to be increased in resistance (and possibly Wattage).
The data sheet for the various flavors of the ubiquitous NE-2 neon lamp is
here.
Since the Lamp drops about 90V when lit, and assuming you are using the 0.6mA variant of the NE2, the current limiting resistor should be increased to (230-90)/0.6m = 220K. The resistor's Wattage rating should be > 220,000*(0.0006) ^2 = 0.079, so 1/4W is ok