Neurosis, a chamber musical in the small space at DR2, is full of small pleasures. It’s the kind of show that doesn’t “kill” but supplies grins and smiles generously. First, there’s the central conceit: a gangly would-be magician named Frank (Kevin Zak) is accompanied everywhere by his sidekick (Brennan Caldwell). Initially, as they brush their teeth together and advise each other on whether they’re presentable, one suspects the two are a gay couple. But Caldwell, it turns out, is the embodiment of Frank’s Neurosis. He nags at Frank and keeps him on edge, unsure of himself, as psychological afflictions can do.