Hi Mike: Welcome to IAP!
Generally, any finish (Walnut Oil, Danish Oil, Urethanes, Ca, etc...) will "seal" in the aroma. However, the scent will not last forever, so you may wish to think how you want the pens to look in 6-12 months.
I have spun a few of those blanks, and also wanted to retain their scent, so After a few grits, I simply burnished the blanks with shavings.
I find Jack Daniels a bit harsh, so placing the pens next to a dram of Dickel's may keep the scent alive... DAMHIK...:bananen_smilies046:
Oh, Nice turnings!!!