Guys.... I have a really bad habit...

It's obviously bothering your conscience, so just return it. Up to you whether to sneak it back onto his desk or tell him up front.

Then again the latter might be awkward.
"Um... I stole your pen you got from the mayor and I felt really bad about it, so here's it back..."

Or maybe you could the tough guy method.
"Dude! Your freaking pen fell into my hand! Don't ever let it happen again, or I'll screw up your face."