I do the same. When shaping spouts and the like, I do the same thing on a smaller scale.
After boring the spout hole (usually 1/4"), and squaring the mouth with the hole. I have a couple of scrap 2x4 chunks with pieces of 3/16" rod projecting about an inch. I clamp the 2x4 to the bench or hold it in a vise, and slide the spout over the rod. Then I can hold the horn in my left hand while I file or carve with the right.