Tim,
Here are the instructions that Ken Nelsen sent me while he was still selling the Piano pen:
Basic Assembly Instructions for the Grand Piano Pen
Align and insert the white key portion into the recess on the upper barrel by tapping with the end of an exacto knife or something equally non agressive until the keyboard is seated evenly. Once it is relatively flush and level, apply CA glue over all the contacting areas. When CA glue is cured, do a test fit of the brass tube in the barrel to make sure the keyboard section isn't protruding into the path of the tube. If it is, wrap a piece of sandpaper(15G-220G) around a small dowel and sand the inside of the barrel until the tube fits smoothly. Glue the tube into the barrel using whatever glue you normally use.
The only challenging thing about this pen is keeping the Holly clean. The darker woods(ebony, blackwood, etc.) have a tendency to contaminate woods such as Holly during the sanding process. Best way to go is to get as clean a final cut on the lathe as possible and keep the sanding down to a minimum. I use lacquer finish which I build up to approx. 8 coats and then sand with 320 and then the micromesh system. The engraved lines that define the white keysare cut about 2/3 of the way through the holly so you shouldn't have to worry about turning or sanding through these lines.
Drill and finish the lower blasnk as you would any other pen.
These are FROM Ken Nelsen.
I followed his instructions exactly and have had no problem on any of the pens I've made. I use thin CA to set the keys in the blackwood. I've had to sand out the back side of the keys on most of them, it's just the nature of the beast. I also use a CA finish as opposed to Ken's lacquer and to me it's a more durable finish. If you use a skew to finish up the turning you'll end up with a nice smooth finish that shouldn't require much if any sanding. If you have to sand, saturate the holly with thin Ca before you do. I've made a lot of segmented pens using holly and blackwood or bllodwood and never have any bleedover if I use CA as a sealer.
Any other questions I'd be happy to answer.
Mike