Voltage / amperage / setup for tingling sensation
The threshold for sensing shock is in the ~2mA AC range, so the voltage would depend on how the electrodes are applied. Pulsing current is more likely to produce a sensation than DC.
More here: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2763825/
Using about 10k ohms for skin resistance (somewhere between dry and damp), you would need about 20VAC to produce a perceivable shock.
The 'gag' pens you're referring to have transformers to boost up the shock for... greater shock value. Related: electric chewing gum prank circuit diagram
And a video about these things: https://www.youtube.com/watch?v=RA2dnzanch4
No doubt you could rig your R-pi to do this using a boost coil and pulse driver. The 'why' is up to you, but do keep in mind that making strong pulses could be hazardous. The 'toys' in the video are making pulses in the multiple hundreds of volts, although they're current limited. Could be dangerous to some sensitive people or situations.
By the way, shocking people as a horror prank... it's been done: https://www.sonypictures.com/movies/thetingler