I think it really depends on the tetras themselves. Some will leave shrimp be, others will harass them and most will eat babies if they find them. They can move around quite a lot and get to upper levels of the tank.
I find in general that fish which prefer surface feeding are less likely to bother shrimplets. Danios of several species I've kept have allowed a large population of both Snowball shrimp and Ghost shrimp to grow into adulthood with very little predation.
Bottom feeding fish are much more likely to take baby shrimp, and any fish that's happy bottom picking, like guppies, will take them.
Crystal shrimp tend to be expensive, unless you are getting somebody's culls, and even then, more expensive and much harder to keep than most Neos. I wouldn't keep them with fish.. but that's me. Others may have differing opinions.