I will take a stab at this. I have scanned many pens and I prefer a shallow box with a neutral color lining.
But if you really want a form fitting mold, there is something that comes to mind. This is un-tested, just an idea.
I don't know what it is called, but the is a substance that is used for flower arangements. It comes in a green block and is the consitsency of heavy styrafoam. It is use in the bottom of a flower pot to stick the stems into. It can be conpressed a great deal and I think it could be formed to the shape of a pen by pressing it down onto the pen. You could paint it or cover it with cloth.
Don't know if it would work, but a trip the the craft store might tell you.