The subject of using piano keys goes back to when this forum started and there were people using them. But the topic got interesting because it seems that the ivory on most pianos is just a thin layer and I believe before 1950 it was made from elephant ivory and that is not allowed any more so you may have to be careful and do research on the use of the ivory if anyone questions you on it. Also it was mentioned before 1930 the Steinways and some other big name pianos used full sized ivory keys.
From what I understood the black keys are very brittle and hard to work with and drilling is a pain in the neck. Maybe a reason you do not see many pens. I did search an old thread that the person used the ivory for inlays. You may want to do a more intensive search here to see if other pens were made from the keys. I would be careful of dust from any of these keys. Just my opinion.
Unlike some I am not afraid to direct you to other peoples pens.
We all can use some ideas to work off and go from there.
https://www.penturners.org/threads/ivory-inlay-on-a-jr-statesman.15623/