How was the "pen through the lip" scene shot?

According to this interview with the director Rodrigo Cortés, it's an illusion Murphy actually performs:

After Murphy was cast, the actor hung out with a magician in Cortés’s native Spain and watched David Copperfield and Criss Angel’s shows in Las Vegas. Murphy learned a few tricks along the way, all of which he performs in the film, including a “stabbing” illusion, in which Murphy places a pen through his lip.

So how is this trick done? Well, at the risk of getting kicked out of the Magicians' Alliance, I'm guessing it's the same as "pen through a dollar": It's actually a trick pen that comes apart and is held together with magnets; this fact is then obscured by slight of hand. You can see the trick explained here and done on a lip here (presumably with strong magnets that work through flesh instead of paper). Note how he obscures the pen during the actual 'stabbing' and that afterwards, we don't see any part of the pen really sliding through the 'hole', it's just stuck there. There can also be a real pen hidden in the other end if you need to write with it first; this is also explained in the first clip.