We have not done shows for our pens but we have done shows for antiques and such. At $29.95 you would sell them pretty darn quick which was what I voted. I think that the price is low and here is what I would consider if you stay with the slim line and adust accordingly for the Euro.....
Paper Clip $2.95
Slim Line $1.60
Pen Holder $1.00
Pen Blank $5.00
Desk Wood $5.00
Shop Cost $2.00
Total $17.55
This is your cost to make the desk set. I figured the base a little high as I did not include the cost of the router bit. This also does not include shipping to you for the parts or cost to drive to WC or wherever to get parts for the set. So at $29.95 you are going to make $12.40 for your time and talent. If you are going to production line these where you make 25 or so and do it in a weekend, then maybe it might be worth it. It is only $310 profit but if it helps to sell some high end pens then maybe. Personally I would switch to the Euro in a burl. I would do a CA finish on the pen and I would start at $65 minimum. Depending on how they sell you can raise you prices later. You also can do many variations to the basic setup.
I do like your base design. You could also use that design to do a golf theme which sells pretty well.
Anyway that is just a little input, take it for what it is worth.