Sounds interesting. Can you post some pics?
I made a horn spoon from American bison (buffalo) horn for my wife a few years back, and finished it pretty much the same as you described for yours. After smoothing with 4/0 steel wool, I just buffed with a rough cloth. A light coat of olive oil (since it is an eating utensil), well rubbed in finished the piece. For a powder/priming horn, you could possibly use shoe polish, rub it in, and buff with burlap. Just a thought. --JB