Very cool! I played with this a few months ago and basically used the same process you did.... turn, burn, then glue and finish. I used an old oil burner transformed and was not too happy with the results. Since then I have gathered up a couple of different neon sign transformers and some high voltage wire but have not put it all together yet. That is on my short list of to do's and I think you have just moved it up a notch or two. Thanks buddy!
A few of questions ...
1. What is the output voltage and current of your transformer?
2. What did you use as an electrolyte (wetting solution)?
3. What type of wood did you use.
A word of caution to anyone following this thread. This process involves using transformers that produce VERY high voltages. There is information out there that will show you how this process is done. Some of it is good and some .... well, not so good. ALL of it is dangerous and CAN KILL YOU if you do not take proper precautions. If you are not familiar with electrical wiring AND how to handle high voltage, PLEASE, PLEASE either research and thoroughly educate yourself or leave this one alone.