For general rasping and shaping, and sometimes engraving. __ I have about a 2 foot length of 2"X2" that is rounded and slightly pointed on one end and wrapped with leather. I clamp the thing in my bench vise solid in the position that is easiest for me to work, and slip the horn I'm working on, onto the pointed end of the wood. __ The leather wrapping will hold the horn in place and you can turn or re-adjust the position of the horn easily for working on that horn.
For engraving, I just hold in my hands on a table with a terry cloth bath towel folded under it!
Works for me anyhow!
Rick