Hi Brian,
This is just my take on the antler. Others may have different thoughts on the subject.
I don't mind doing the antler. Yes it does have a smell to it. And it is a little harder to work with. It is brittle, and when you drill it take your time. Don't drill a lot at once, and clean the drill bit often. If you have a dust collector, or vacuum use it.
The one thing I do is that I soak it for several hours befor I use it. This to me, seems to help with the smell a little. And makes it easier to turn. Just my opinion.
As for the finish, I treat it just like wood when I finish it.
I wish I had access to it like you do. It isn't easy for me to get. So if you ever want to sell some let me know.
Harry