A neon will discharge a capacitor nicely through a reed relay coil. The coil's inductance and series resistance limit the current suitably so that the neon bulb won't arc due to load current.
You can get reed relays from COTO and other vendors that switch in a fraction of a millisecond. 1/10th of a millisecond turn-on and turn-off is possible.
You should be able to get that relay to switch all the way up to the mechanical resonance frequency of the reed. In fact, switching at mechanical resonance has benefits, as the contact closure force is highest, so the thermal damage to the contacts is minimized if there's no inductive dI/dt compensation in the load connection.
To limit contact wear during turn-on, a series inductance with the load is required, to maintain a dI/dt rate below 1A/us, or even 0.1A/us - this depends on the relay, but generally the lower the better. The load should be snubbed with an RC snubber if it's inductive. The series inductance should be snubbed as well - a Schottky diode by itself will minimize contact wear but also reduce the peak switching frequency possible. A Zener diode in series with a Schottky or regular silicon junction diode will speed things up, at the cost of somewhat increased contact wear.
The ideal way to switch a relay is with zero load current, so if you can make the load resonant, it helps to tune its resonant frequency so that the reed contact switches when the current is close to zero. This requires periodic readjustment.