Antler doesn't smell? Either you are turning some different stuff than what I have been turning, or you people are really, really sick. I suspect the latter. [
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As far as quality, sheds are superior to killed. They're denser, and less porous throughout.
Use sharp tools, resharpen as needed.
Always wear GOOD mask or respirator.
I always use a 'white' aluminum sandpaper. The abrasive particles tends to separate from the substrate and can embed in the antler and alter its final appearance (not good).
Fill porous areas with CA. I use the thin and let it naturally wick into the porous area (instead of flooding with thick or medium). Give it a shot of accelerator before starting up lathe or you'll get CA thrown all over the place. You may have to do this several times before acheiving your final dimension.
Drilling thru curved pieces can be a challenge. There are numerous articles here and there detailing the process. There are always several lengthy threads in the archives well worth your reading. Find those and read them.
Good antler is not 'totally' dried out, so the dust tends to gum up the backs (tops?) of your tools, so you'll need to stop every now an then and clean your turning tool.
Finishes - try what you like. I have used several friction polishes, lacquers, waxes and CA finishes. Use the one that best suits your skill level.
But, overall, the best way is to just do it. The experiences of others will cut down on your failure; however, you'll learn and remember more thru your own failures.