I've only turned a couple of the black palm pen blanks.. I've also had one blank large enough for a pepper mill....didn't have any problems with that I can remember. But I do remember that the shavings were more in the nature of almost sand like then wood shavings. Your tools do have to be very sharp, go slow and take your time. The wood is very hard and doesn't cut really well.
I also read in some of my research that you could have sand in the wood.... it's more of a nature like a grass than an actual wood. I was going to cite the page, but couldn't find it again for this post.
Personally, I didn't think it made all that good looking of a pen and it was an ugly pepper mill... it did sell right away to a guy who grabbed it the minute he saw it, but don't think I'll ever make another.
I looked for a picture of the mill, but it's evidently in an archive and not in my current library of pictures... I'm working on a restoration of my computer, so may have lost the picture in the crash.