Cocobolo is very oily - you probably knew that.
Before gluing, if you want to clean the "hole" with solvent -good idea. I don't, I just glue with CA. With most woods, I insert the tube from the wrong end first, spread the glue a little and then insert from the "middle" of the pen and twist. With cocobolo, it will be glued in place before you finish all this "messing around".
I am now allergic to cocobolo, so the headgear has to be in place before turning.
I still make these pens, although infrequently, because they are gorgeous when they are completed.
Good Luck - it isn't real difficult, just don't "dilly-dally" (a technical term) or your tubes will be glued faster than you can wink!![
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