Thank you guys for replying. After exploring the options, I stumbled on inductive sensing solutions, like LDC1312. I wonder if it is possible to measure the displacement of the conductor inside the coil (i.e. coil is being wrapped around the conductor) - constructively this would be ideal! 
You can do this in a few ways. If you have two coils, you can excite one and load the other. Look for how much voltage is being induced in the sensing coil, and you can infer where your conductor is (magnetic conductor in this case).
Or, with a single coil, you can measure its inductance. As you move the core out of the coil, the inductance will decrease. You can make an LC or RL filter out of this and therefore sense the change in inductance.
Regarding strain gauges, aren't they too insensitive for this task? 0.01N resolution would be difficult to achieve according to my intuition. You'd need lots of gain and good wiring, power supply, etc. They aren't that easy to apply to a surface either.
The benefit of stain gauges is that by using a 4-way wheatstone bridge, you can null out bending forces and amplify axial forces.
I think what I would try is having a long-ish spring on the pen so you can vary the force by varying the height of the pen.