If you are using the skew in a scraping mode, I'd suggest just getting some firewood or some sticks and roughing them round abd then practice making nice tapers and gently flowing curves using a bevel riding cut.
If you want to practice cutting to a bushing, just get some flat washers, cut a small tenon on one end of the spindle to just fit through the hole in the washer, and practice cutting to the OD of the washer.
Start with the blade angle around 45 degrees, riding the bevel with no blade contact. Slowly rotate the edge into the wood untill you start to get fine shavings, keeping the cutting area in the middle 1/3 of the blade. With a couple hours of practice on basically free wood, you will find that you can make nice cuts this way. You will find that different angles work better with different wood. Once you are comfortable doing this, see how the tool size works for you on a pen blank. Then if it is still too big for comfort look to switch to something smaller.
Hopefully you know someone who has some skews of different size and can try out something smaller and see what is comfortable. One thing to keep in mind is that the length of the cutting edge can make a big difference in controlling the cut. If the edge is too short, relative to the diameter of the wood, you run the risk of digging in the toe or the heal, but if the tool is too big relative to the turning it can be challanging to use.
For pen blanks, it would be a real challange to go smaller then 1/2". I've done it with a 1/4" round skew that I made myself, but that really took a lot of control. For a large diameter spindle piece like this 3" diameter candle holder
http://www.penturners.org/forum/showthread.php?t=58673
I used my big 1 3/8" Skew
hmm...
I think I have more skews than any other tool! 1-3/8" Lacer, 1" Thompson, 3/4" Oval Sorby, 1/2" Thompson, 1/4" round homemade.