Fiona,
You don't need a pin chuck to turn a closed end pen. If you have an adjustable mandrel you can shorten the rod considerably into the collett. You can then get a blank, mark off the depth of the tube (cut the tube down a bit if you need to (as the pen will extend beyond the designed length because of the closed section), drill it and insert the tube. Once you have trimmed the exposed tube end of the blank, you can either put it on the mandrel rod or turn it between centres with a dead centre and a live centre in the tailstock. I go along with the coves and beads idea, but by using a skew on the side inserting the tio a mm or so you could get some quite angular ridges which would give good grip. Whilst your concerns about the pen bot having identifiable sections as if designed for someone with problems, I think if they have a fist grip it will give it away regardless of the rubber grips or not?
Pencrafts sell an expandable width mandrel to take 7mm or 8mm tubes to make closed end pens I think, I bought one in a fit of affluence but havent a clue where I put it!!
