I practiced neon making a bit, too.
Different glasses are used. Mostly soft glass of COE9. May be lead glass or specialty strontium based lead free, or even generic soda-lime. Sometimes colored Italian glasses. French and probably Spanish neonmakers use Pyrex COE3.3 too. Colored Pyrex (Boro) exists, but is rare. I have some.
Dumet for lead-ins in soft glass, tungsten rods for Pyrex. No need for DIY, ready-made electrode assemblies are available for purchase, still.
Mercury is usually added by so called mercury traps. A small drop of mercury (circa 100mg) is placed by a syringe in a small bubble blown in a middle of 'tublulation', 6mm tube connecting the lamp to vacuum manifold. A disadvantage of this is if lamp cracks when pumped, mercury may get sucked into the manifold. Usually, some arrangement is added to the manifold to catch most of it in this case.
Some safe methods were tried, but did not generally survive commercially:
- Small glass capsule at the electrode dosed with mercury and having a dumet wire melted in. Opened by brief application of the discharge to this dumet wire after the tube was pumped, sealed and aged a bit.
- Small metal balls filled with mercury which are opened by a small specialized induction heater.
- Small rods of specialty amalgam (said to be zirconium amalgam) decomposed by heating briefly by again, applying a discharge after the lamp is sealed off.
I don't like working with mercury at home and when I need an UV emitting fill I use xenon as a substitute.
Neon making stuff is very cool, sure!