I have done a few. Used veneer for some of them.
Found out the hard way that Titebond II glue can bleed when the pen is finished. That means the color from the darker wood will bleed into the lighter color.
I cut all the pieces to 3/4" width and the same length. I made a jig to clamp the pieces. It is a piece of MDF with an MDF "L" on it. Then I clamp from the side, end, and top. Some was paper keeps the glue under control.