As for profiling the blank, Get some good lathe files (file with no teeth on the sides) of various coarseness and shape to the profile you want. For slender diameters on long tapers and curves like those on a pen in particular, this is where practice, skill, and some patience come in to play. and also don't be afraid of speed when filing so turn in UP.
CNC would be super easy with the arc interpolation command, however its utter overkill, unless you want a million slimlines all with the same profile.
Guys, learn to use your cross slide, Half the time I see someones metal lathe they have the compound in direct line with the spindle, use it at 60 or 90 degrees to the spindle axis, mark a center on your blank where you want you bulge to be, then make marks on either side where you want the beginning and the end of the largest part of the form.
make a note of your zero points for both the Nib and Centerband, it should be the same on slimlines, but will be different on Euros and most other stuff.
Turn your barrel down to the widest diameter, usually near the center of the barrel then starting at the zero point, (you can reset the dial on the cross slide to ) at the nib, engage your feed, and back out your cross slide until you reach the diameter you've selected for the largest spot, then when you reach that point start turning the cross slide in until you are at the proper diameter for the center band, I've done this on all my pens about 150 or more made before last June when I finally got a wood lathe, I did Emperors, Gentlemens, Euros every thing, nearly 200 pens, look at my album every thing there before august was done on either a Clausing 13x54 or a Jet 9x20 some on a Romi 15x54.
You can turn a ball with a metal lathe, just using the hand wheels, form turning is not magic, it's just practice,and coordination, like patting your head and rubbing your belly, try it on wood first.
Be sure to sharpen your lathe bits to a minimum of 20 degree relief on the top, and sides and I like 30 for the end for wood and PR.
just remember where to stop at the center band diameter, also Mandrel less works great on a metal lathe, and you can modify most of your existing bushings by drilling the large side with a # 5 or 6 center drill, and you can make your own bushings out of drill rod, or buy them from Johnnycnc. you can even make your own delrin bushings for sanding and finishing.
If I owned a video camera, i would be happy to post a tutorial on how to do this, If you are doing this on a Taig or Sherline lathe then you most likely don't have traverse feeds, and will have to turn the longitudinal and cross feeds by hand, However I think most of you will have a 7x10 7x12 or 9x20 all of which have powered feed on the longitudinal axis, just use your finest feed per revolution you have, and you'll find a lot of ways of turning formed pens.
Just don't make any of them look pregnant, save filing for cabinets use 180 wet or dry for cleaning up tool marks and then work up to 600 or better and finish up with brasso, or leave a nice matte finish with 320 to 400, semichrome also wprks for a mirror polish.