I use a three quarter inch gouge to rough down the blanks, then a skew chisel, on such small work as pens the fear of a dig in with the skew is much diminished, but gives a great finish, also a thin parting tool. So pretty much as others have said. I have a Jet wet grinder (not the best of such machines) but what Alistair says about the wet n dry especially on a piece of THICK glass is good. I have taken to touching up the edge with a diamond hone, works for me. Don't worry about how long it takes you. you are mastering the technique, as all are advising you speed, if you feel it important, naturally follows. Yes I agree that small batch prep is a good way to go, but more importantly just tackle the job as best you feel, and keeps the interest going. I have had a segmented pen half done, on the lathe for three weeks now. Right enough I did sneak up to Scotland for two weeks. Wish I had a small lathe for up there.
