This is a good question.
1 ✔ 这是我的笔。
(笔 may represent one or more, and for the latter you may say 这些是我的笔 as well )
2 ? 这是我的一支笔。
3 ? 这是一支我的笔。
4 ✔ 这支笔是我的。
( 这笔是我的 is right too)
5 ✘ 这一支笔是我的。
6 ✔ 我要的是这一支(笔),不是那一支(笔)。
(笔 does not usually appear, though)
Those number 2, 3 and 5 are ungrammatical or unnatural ( except in special context).
The reason is:
Generally, when you say CARDINAL NUMBER + MEASURE WORD + NOUN, the noun is indefinite: 我有三支笔,一支笔不够用啊,山坡上有三只羊,... while demonstratives are definite, thus there'd be a contradiction,e.g., so they do not co-occur in a basic phrase;
and if the number does not appear, the construction DEMONSTRATIVE + MEASURE WORD + NOUN is alright(4).
Specially, if you are showing contrast, 这一支 (vs 那一支)is correct too(6).