Do you already have the dye on hand? I have done dying of maple with Transtint dyes from Woodcraft, but the dye itself is $18 or something like that. Good if you want to do a ton of it, but not for just one pen. Another thing about the AS blanks is they are stabilized as well, which means they're pressurized and cast in some sort of majical resin to keep the wood stable. Also, since it's dyed all the way through, then if the oils on your (or whoevers) hands wear through the finish, it would not rub away the dye. This would be the concern for dying just the outer layer of wood yourself. I would do a CA finish if you did dye the wood.
Blah blah blah, I said a bunch of stuff, but yeah what you're looking for can be done.