I make my own "pin chuck" but you can buy them from arizonasilhouette.com.
My pin chucks are not true "pin" chucks. They are friction chucks I made based on the recommendation of some others here. Just a metal tenon that holds the blank. Not hard at all to make.
To make one, you are best making it out of a soft metal, such as brass or aluminum. I had some scrap brass I made mine with.
I buy round bar stock, in 3/4", 5/8", or 1/2", depending on what is cheap at the local metal shops (random drops from their shop).
I get only those sizes b/c I hold them in my Beall collet chuck, and I have collets that fit those exact szes.
First I mount a ~4" piece of brass in the collet chuck (about 1.5 inches are in the chuck). I use a 1/2" bowl gouge to grind down the brass (and the slivers are hot). I use digital calipers to get the size close, but a pen blank with the right tube in it is also good as a "reality check".
I mill the brass (or, once I am ****very**** close to the right size, I switch to some 80-grit sandpaper, especially leftover sanding belts). Should be small enough for the blank/tube to slide across, snug but not too snug. The tenon lenght isn't crucial so long as it's about the same lenght of the brass tube.
Finally, to make the fit snug enough to hold the blank, I apply to the tenon a coat or two of CA/BLO finish (yes, to the metal tenon). I hose the CA with accelerator to make sure it's cured. Sand it with a bit with the lathe on until you get a good, non-slip snug-heavy fit.
Turn the blank with the live center in place, and shape the end of the blank LAST and remove the center dimple.
To get the nib end sized right, I use calipers. I also make the end just a hair bigger than I need to and I sand the edges of the nib end on the blank rounded. When the nib assembly is pressed into the tube, the fit is just right (ie, it may not be "caliper exact" to the size of the nib assembly, but doesn't matter b/c the end of the wood is slightly rounded).
Kinda hard to see in these aweful pics, but this produced these two pens.