Right on about practicing to get the bag pressure right on sustained single notes.Also don't do it for too long at a time at first or you'll get aches in arm muscles you never knew you had. This is a worse problem with mouth blown pipes where you get dizzy with all the breathing...
As for the neighbours, do what I did - get a detached house with plenty of space between it and the next house! (no Uillean pipes here, but a set of Swayne pipes which are loud enough, and the Leics smallpipes which are relatively quiet)
Anahata