Ralph,
I would recommend CA as Steve has suggested. Depending upon whether there are voids or not, I will sometimes use both thick and med CA. If its really large, the techniques using epoxy or resin to fill the voids works well. An antler pen with turquoise fill is simply outstanding.
As for Axis, if you didn't pick up any of the marrow - CA is still a good finish as you would with other materials. I would not recommend BLO or any other oil as the antler won't absorb it. However, even a 12,000 grit finish on antler will have microscopic holes as it is a "grown" material. So, if you do not finish it - the antler will patina over time. That may be desired, but you should warn a customer or at least be aware of it yourself. Also, with out a finish - the antler will lose some of its shine with use.
I pretty much only use Axis and have done both the CA finish and just Ren Wax. I like both and depending on the fittings, the patina can really look nice as its kind of a light brown hue that slowly comes on.
As one other design suggestion - if you haven't paired antler with a dark wood (mesquite works great) - try it. It makes a very striking pen.
Last safety thing - I'm sure you are doing it. But, when you turn antler its very important to wear some sort of dust mask. Antler is almost pure protein and it will wreck your lungs if your not careful.
Take care!
