The BEST arrangement is they buy pens for inventory and sell them. It's a very clean cut way to do it. They've got them in inventory and they can adjust pricing however they want, you've been paid up front, etc. I personally have just sold my pens through Etsy and my own website, along with a few shows to relative success. The only shop in town I'd consider selling some turned items through is one that buys items for inventory.
If you do try consignment, make sure all terms are up front. Find out what happens if something gets stolen for instance...