So far, we've just gone with the pens that come with the autograph books at the parks. One is a skinny gel pen, the other is a bit fatter. We haven't had an complaints (we do uncap the skinny pen and pre-click the other pen) and everyone has been able to sign...
Maybe the characters are cursing us, but it's their own employer that provided the pens, so...I just don't worry too much about it.