They use a pair of special Squirrels for those displays.
One has a rotor blade that rotates in the opposite direction to normal. That means that when they cross, head-on, the blades on both helicopters are moving in the same direction relative to each other.
There's also some nifty technology to synchronise the blade positions so that they 'mesh' rather than collide. I think they call it a 'Thronosynchrophaser".