Neo 3 controller pairing can be done in the original Neo3 menu.
To get to the Menu stop all games.
Now you should be able to press the Pico button either on the controller or on the headset to get to the menu.
If this doesn't work please press volume down + confirm button
Its recommended to switch off controller while navigating this menu
Go to the Controller Menu behind behind the "..." Button
If you have a controller paired still please unpaired it first.
press the add Controller button under the unpaired controller and then press the Trigger and the pico button together until it is blinking. The controller should be paired within seconds.