Sounds like you're doing your research very well and ahead of time.
I wouldn't worry a BIT about Xenia. It will pulse slow some.. fast some.. NOT some... It will grow like MAD then melt away. It's just a care-free coral so take advantage of that and place your concerns on another item in the tank.
I bought acrylic rods (Very inexpensive) from US Plastics and "pegged" rock together. For most things I just cut it into short pieces 2"+/- and drilled partially into each section of rock. Then insert the peg in (with a dab of glue for safety) and pressed them together. On one piece (Live Rock Tree) I drilled completely through EACH rock and assembled them all sort of like a "Skewer". Worked out GREAT!!!
Live Rock can be both Dense and Non-Dense. It just depends on where it came from etc. When drilling my rock sometimes it was like cold butter (drill bit almost fell through it), sometimes like Ceramic (almost impossible to drill through) and sometimes it was so brittle I had to go slow to not shatter it. At one point I was breaking 1/2 of the rock I was drilling. Luckily I had a LOT of extra rock to work with as I was using DRY Base rock at the time.
You'll need a good quality Masonry Bit. If you have accesss to a Hammer Drill it's easier but not required.
How long? That depends on what's already ON the rock. Generally with WET Live Rock I don't keep it out of the water any longer than 10 -15 minutes at a a time. When working with Live Rock I put it all in a "Kiddy Pool" with water (usually left over water from a Water Change) and work with one piece for a few minutes and put it back into the "Pool". This way I minimize any additional die off. It's actually very barbaric in one sense of the term and lends itself to allowing you to be very "Creative".
Whatever you do and however you do it the only thing you need to keep in mind is HAVE FUN and KEEP IT SAFE! That's for you and your "Wet Friends". Remember while working with it to use SAFE work practice (Water and Electricity don't' mix well) and slick floors make for sore backs and necks. As you're assembling the pieces try to arrange them to where they are as stable as possible before any pegging or glue and the end result will be much stronger (aka SAFER).
Good luck and TAKE pics as you go
Here are some quick shots from my Rock Scape build
from this pile
Drilling
Balancing the rock
Getting it ready for the tank
In tank
Live Rock Tree (LOVE it )
and lastly a shot of what it looks like today with pegged, glued and balanced rock
By all means enjoy the PROCESS and you'll enjoy the end result more.
Good luck and HAPPY Reefing