No finish at all Rick. Casein is a natural "breathing" entity. A coating, such as CA, Turner's Wood Finish, Shellac (ie shellawax, EEE) and even wax will cause the casein to crack. Some people use Ren Wax or Kiwi natural shoe polish over casein but I don't dare do this. Additionally, a pen mill should NEVER touch casein. Square ends with tubes with a sanding jig. I dip the casein blank in water to keep it cool when squaring ends. Additionally, I turn casein at high speed, with carbide cutters lubricated with Brasso. The carbide and high speed leaves a finish fine enough to start the sanding process at 600 or 1500 grit.
Then Micromesh to a shine.
I handle ebonite much the same way, (NEVER GET IT HOT) except I do use Novus 1, Novus 2, and finally McGuires PlastX after Micromesh "pad 9".
Slow is NOT the idea with either materials, but heat ruins either ebonite or casein. I ALWAYS keep the blank and tool cool as I turn.