In this paper, we experimentally illustrate the effectiveness of neural networks (NNs) as non-linear equalisers for multilevel pulse amplitude modulation (PAM-M) transmission over an optical wireless communication (OWC) link. In our study, we compare the bit-error-rate (BER) performances of two decision feedback equalisers (DFEs)—a multilayer-perceptron-based DFE (MLPDFE), which is the NN equaliser, and a transversal DFE (TRDFE)—under two degrees of non-linear distortion using an eye-safe 850 nm single-mode vertical-cavity surface-emitting laser (SM-VCSEL). Our results consistently show that the MLPDFE delivers superior performance in comparison to the TRDFE, particularly in scenarios involving high non-linear distortion and PAM constellations with eight or more levels. At a forward error correction (FEC) threshold BER of 0.0038, we achieve bit rates of ~28 Gbps, ~29 Gbps, ~22.5 Gbps, and ~5 Gbps using PAM schemes with 2, 4, 8, and 16 levels, respectively, with the MLPDFE. Comparably, the TRDFE yields bit rates of ~28 Gbps and ~29 Gbps with PAM-2 and PAM-4, respectively. Higher PAM levels with the TRDFE result in BERs greater than 0.0038 for bit rates above 2 Gbps. These results highlight the effectiveness of the MLPDFE in optimising the performance of SM-VCSEL-based OWC systems across different modulation schemes and non-linear distortion levels.