Yes, they will annihillate. It will happen slower like a proton-antiproton gas mix, because they have no charge, thus nothing attracts the neutrons to the antineutrons.
Annihillation does not convert matter to energy, it converts particle-antiparticle pairs to photons. Energy is not matter, it is a number what we assign to particles.
A mix of neutron- and antineutron gas will create photons, neutrinos and antineutrinos.
Neutrinos and antineutrinos will appear because beside the annihillation, other processes will also happen. Neutrons and antineutrons are not elemental particles, they are from 3 quarks or antiquarks, and these annihillate. The other two builds pions, some of them decays to muons and antimuons before they annihillate to neutrinos and antineutrinos. The muons decay to electrons, positrons and (anti)neutrinos. The electrons and the positrons annihillate to photons.
If the gases are really big or you have a much time to watch them, then also the neutrinos + antineutrinos will annihillate, and the result will be only photons. But this would require sizes and time comparable to the visible Universe.
Currently there is no experimental technology to create stable antineutron gas. Even to create stable neutron gas is hard, because the neutrons have no charge, so there is no easy way to trap them (they have a little magnetic moment, so very slow neutrons can be trapped by very strong magnetic fields).
The collision of a neutron and antineutron star would initiate a terrible strong annihillation. The result would be similar to a supernova with an extreme gamma photon flash. It is hard to say, what would be the result. In the Universe, no significant amount of antimatter exists.