I've been reading various papers and I only find described the advantages towards NeuN, I would like to know if there are any disadvantages in using this method.
Yes, there could be disavantages, as sometimes there are Neurons not expressing NeuN in some pathologies, and the lack of expression does not always mean that the neuron is going to die. Check this paper for more info:
http://www.ncbi.nlm.nih.gov/pubmed/15223381
We have also reported something in the same direction: