Not a good idea. For 20 thousand years, we progressed agriculture by making hybrids and doing heavy selection afterward. In the last 20 years, genetic engineering allowed us to make more progress in term of seeds than the 20k previous years.
Making neanderthal-human hybrids when you can simply insert whatever genes you want and not worry about the rest? Stupid idea.
(besides, we did that 20k years ago, and we've barely finished purging the deleterious genetic load that interfered between those two cousin species. Let's not do it again, shall we?)