There are lots of variables that are not mentioned in your post. I will start with a given:
Place a drop of CA on a teflon surface, don't spread it, but leave it in drop form. Etiher wait for several hours or put a mist of accelerator on it. It will harden and you will have a thick hard piece of CA.
The Point - CA can be made thick. The problem for you and on the pen can probably be found in these questions: What are you doing that is preventing it from building up? Too thin of application? Lathe turning too fast? Wiping too hard in applying? Too few layers? Paper Towel application?
I personally use Paper Towel and thin CA for the first two applications at most. Then I ditch the PT. PT absorbs MUCH more CA than is transferred to the pen. I use a rubber glove (buy gloves by boxes of 100) or use the small bags that pen parts come in to smooth the CA onto the slow turning blank. This way, 90% of the CA goes onto the pen, not the PT.
After a thickness is built up, I sand it and occasionally for the last two or three coats, will go back to the PT. This last step is not necessary, but I do it in a few situations.
Here in Japan, it is hard to find CA in anything larger than 1 to 1 1/2 oz, so I order it from the States. For this reason, it didn't take me long to realize that the Paper Towel was soaking up to about 90% of the CA and applying only about 10% on thin and 75%/25% or so for medium. This caused me to change my method of applying CA - i.e. without PT.
If you do want to continue using paper towels - Don't assume that most of the CA will be transferred to the pen. It takes about 8 to 10 coats for a decent thickness to be noticed. Also note that most of the video's (from the Pros) are made after the person has perfected CA's use. That doesn't mean that a person new to applying CA - will be able to duplicate it immediately with the same effect. I will bet that Russ can build up in 5 applications of CA the same depth that it will take the average novice 10 layers to build up. That is called experience. Keep working, you will succeed.