A friend here in McCall makes all kinds of rustic furniture. Use a gel stain.
Its thicker and wont run too much. You can also use wet coffee grounds in cheese cloth. Rub on and then wipe down the tines to hit the high spots so some "natural" looking white shows through. Coffee grounds also wont leave that chemical smell, for fast sells, customers dont get upset about unnatural coloration.
He has found that for some reason people pay more for antlers with "natural" color, than ones that are stained. He does use all natural color too, but being coffee is a natural product, he actually markets ones he uses coffee on as natural color antler pieces.
One benefit of a gel stain is that over time the color will hold and not darken. Natural color and coffee stains do darken with time, but thats just the nature of a protein vs chemical.
PS those look really awesome!! Nice work on the lamps.