There certainly are lots of ways to make the bullet pens and people here who probably make better ones that I do. However, I have made a bunch and the following techniques work for me. (Sorry for the length of this post. Sometimes I just like to hear myself "talk".)
1. I use .308 cal. casings. The nib fits nicely and these casings are only a VERY tiny bit shorter than a slimline tube. This extra tube length is easily trimmed away.
2. Drill out the primer end of the casing to fit your tube. I made a simple wooden jig to hold the casing in my drill press vise. The drill bit I use is ever so slightly larger than the outside diameter of the brass tube but I deal with this in the next step.
3. Cut a piece of masking tape into a strip about 4 or 5 inches long by about 1/8" wide.
4. Wrap a small amount of this tape around one end of the brass tube about 1/16" from the end. This tape will keep the tube centered in the hole you drilled in the primer end of the casing. The base of the casing has more thickness to it than you might realize but don't put your tape too far from the end of the tube or it won't keep the tube centered. (If you use a drill bit EXACTLY the size of the tube you won't need to do this.)
5. Wrap some more of your masking tape around the other end of the brass tube about 1/8" from the end. This tape will keep the tube centered in the neck end of the casing. This will take a bit more tape as the neck end is considerably larger that the brass tube. (You want a nice snug fit on both ends of the tube/ casing so the tube is nicely centered.) By keeping the tape just a smidge below the ends of the tube there is room for a little glue to get between the tube and the inside of the casing and you are actually gluing the tube to the casing not just the masking tape.
6. Apply glue to the tube. (I use poly glue because it expands and fills up the space between the tube and inside of the casing.) Insert the tube (with your two strips of masking tape) into the neck end of the casing, inserting the primer end first. Make sure everything is centered and allow glue to cure.
7. Once glue is cured trim the small amount of extra tube length away. Install casing onto your mandrel and buff/polish/finish however you like.
8. Turning the top section of the pen is pretty standard pen turning. I have used wood, antler and Delrin. I usually use regular slimline bushings and make a somewhat "wasp-waisted" shape to the top of the pen. This allows me to use a "standard" slimline center band. I like this look because with a small center band you can actually still see the writing that is imprited on the base of the shell casing but because the turning is "wasp-waisted" it still gives a nice hefty, balanced look to the pen. Sometimes, if I am making the top of the pen from something other than antler I make a small antler center band.
9. Assemble the pen and you are done with youe masterpiece.
As I said, this is simply the technique I've come up with and it works for me. People seem to like the way they turn out. I've actually been lucky enough to sell A LOT of these without really trying.
Hope this is of some value.