I can tell you that the Sony pen (which is also N-Trig) does NOT work. I have not tried the Dell one. Honestly, I think it's just a coincidence that the SP3 pen works (as stated above), the material that it's made of is capacitive enough to work actually fairly well and fairly reliably on the phone. To put it in context, I would feel 100% comfortable using the stylus exclusively instead of touch, if I were interested in using a stylus all the time (I'm not). It works that well. I can tell you that Fresh Paint works extremely well with it. OneNote does not support stylus input on WP8.1 (at least that I could find. I do not have CYAN on mine yet but I'm not convinced it will make a difference).
The buttons on the bottom (back/home/search) also are responsive with the SP3 pen which is an added benefit.
As stated above, there are no ntrig drivers from Windows Phone so you do not get the added benefit of clicking the top button for OneNote, palm blocking, or use of the two buttons.
Pretty interesting find, all in all!