I found cholla to be hard enough and dense enough.
I've not resin'd them. I've used smaller ones and simply fit/glue in a brass tube, CA or epoxy with crushed stone powder into the "hollows of their bones."
After turning, it takes a lot to build up a finish.
So,for next time, I'll be using casting resin.
comment -- note that this is probably not a good method (glue, turn, finish); but just to illustrate that the dried cactus is pretty tough.