Hi, Jeff. We have turned the Chechen burl before, and here is what we found: Extremely SHARP tools, go slow, and keep the CA glue handy. Clear off the area underneath the lathe before you start, so you have plenty of shavings to use as fill if you need to. I have busted many blanks, but the slower I go and less aggressive I am, the better I do.
You might also try turning in stages. Rough the blank out, then let it sit for a day or two and acclimate. Then finish turning, but don't sand or apply the polish for another day or two. Then, go ahead and finish the blanks, but wait another day or so before you assemble the pen. It's a pain, and I never have that much patience or time, but it works with green wood, so it might work with unstabilized wood.