Dale, I haven't done any, YET.  But the guy doing at the last AWA meeting had slid the tube into the main piece and then positioned the insert.  He then removed the tube and used a little CA to hold the pieces in position.  He coated the tube with CA and inserted it into the assembly.  He also glued some powdered Ebony or African Blackwood to highlight the edges of the inset.  Email enroute.

Dale, I've done the Stars and Stripes and the puzzle pen set.  The puzzel pen I assembled the pieces, wrapped with a rubber band then slip the tube in and CA it all at once.  I believe I did The same on the other.  Good luck!

I have done several from a couple of sources.  The ones from Ken Nelson were the most complex.   

I find that using the tube as a mandrel is useful.  Where the assembly is inset - e.g stars and stripes, the thinned white glue worked quite well and I glued the stripe once I double checked the fit.  After all the inset were in place, then epoxy setting the tube was done and the ends sanded square

I have done a lot of inset stars and find having the tube loose in place starting helps.  I used CA glue to set the stars and ended with CA as the final glue to hold the tube and followed with carefully cleaning the inside of the tube.  These were a custom design turned to near final with a loose tube and then laser cut. 

NOTE -- this is the place where you need to use abrasives to even the ends!!!   I use a transfer punch in the drill chuck at the tailstock to mount the tube and use a small sanding disk driven from the headstock.

A favorite is the Kokopeli design.  I assemble on a loose tube, fit all the pieces holding with bits of painters tape until the whole design is in place, and then taking a few minutes to adjust the fit (balance the slop in fit) and then set the pieces with a bit of CA glue followed by a CA wash that glues the pen tube at the same time.  Accelerator is NOT used because of the white blush that sometimes occurs.

I finish with a CA and oil to a high polish. 

Thanks for the update Dale, I've been watching the post w/interest now I'm glued for the ending results.