Please do not do this! High RF fields are extremely dangerous and it amazes me that the idiots in the video were standing as close as they were. Possibly trying to qualify for Darwin awards? Plus there will be serious legal consequences, especially if any innocent person is injured or killed, as is quite likely.
In any case, using a magnetron simply to energise a few lights is an incredibly ineffective way of doing it, and it would be impossible to avoid anyone nearby not receiving RF burns. It is very important that the likes of microwave ovens are properly maintained, with no excessive leakage around the door, to avoid serious injury. Allowing the energy to be radiated is way beyond stupid, or even criminal, it is utterly and completely reprehensible and imbecilic, which is why I believe that the original story was not true, or was misunderstood. Had it been true, there would have been a number of serious and probably permanent injuries. You don't recover from being microwaved, the heat is generated internally in whichever body parts are exposed to most of the field, and the cooked flesh and organs are dead, permanently. If they are vital ones, you die. If it is a limb. it will need to be amputated. There are legal limits on RF exposure for a very good reason.
The former Soviet Union, not well known as being in the forefront of public safety, set their safety level for microwave exposure very much lower than the US. The EU limits also are lower. There is a reason for that, which you may care to ponder.