Oil, that the natural oils that the Rosewood has, in some cases it can be extreme where nothing will adhere. Cleaning it with acetone, if the are is saturated with oil won't resolve the issue and you many never get rid of it and have to resort to use wood oils as the finish to blend in its naturals oils.
There is one way to Crystalise/solidify oils in woods, such as Olivewood, Rosewoods and many others but I'm not sure this would be a solution for you from the stage you have that pen barrel at, the systems is to "roast" the wood in a fan forced oven (they work better) at least 90° Celsious for 2 or 3 full days.
The wood will get very hot but not burning, all the natural oils in the wood cells start to be hardened into very small crystals that become solid and therefore making the wood "dry" for all purposes and intents.
To note that, there are disadvantages with attempting to toast wood to crystallise it's natural oils and that is, if the wood is not sufficiently dry, to possibility crack or warp, that will also depend upon the size of the blank to be worked on.
Does it work..??? yes it does, I do it all the time with some Olive wood that I want to cast and or stabilise.
Good luck,
Cheers
George