The mesa might be wenge. I've never turned wenge. I was told it was bocote. If the designer is bocote then Rockler got it wrong when I bought it as zebrawood.
Two fine looking pens. Bocote gives off a very distinct odor when turning it, a rather spicy scent. Zebrawood also has an odor, though not nearly as strong and definitely not pleasant. Also, bocote is very oily and will clog sandpaper very quickly.
Ok then it is wenge and not bocote. It is definitely not oily. The other one I am pretty sure is zebrawood. It smells... interesting when it is cut or turned.