Just change the palette, using the ingame menu, it will be saved in your confing and remembered. I don't know any way to change the palette for every neogeo game using config.
I will have a version of GNGeo in the next release of PiMAME, which seems to run a lot better than MAME does on NeoGeo games. The NeoGeo is my favorite arcade system btw. I used to have 3 of them at one point, and I still have a bunch of games and a consolized MVS system.