Not looking forward to doing the fins, especially the larger tail fins...
My techniques are pretty simple; Exacto along steel straight edge. My estimate is that the fins are about 1/8" thick, which is a fair amount of styrene to get through with an Exacto. Not sure I even have styrene that thick, so an alternative to cutting through a difficult thickness is to do two or three layers, laminated together. But then I'm cutting 8 or 12 fins...
I do like the idea of styrene though. Two-part epoxies can be sloppy in application, and for the fine line required for the tail fins, I don't see it happening. There are properties of CA glue that lead me away from that as well. But instinct and experience tells me that if I lightly sand the PVC, then using a solvent styrene glue, I should be able to get a rock solid plastic weld.
Plus it should set up fairly quick - say a minute or two, maybe three max - which is important as one of the challenging aspects of rocket fins is ensuring the fins stand straight up off the body. Achieving this without driving yourself insane seems to me to require a glue that sets up in just the right amount of time - not too quick, and certainly not too slow. I think styrene solvent cement is the answer.
I also have thought about slotting the PVC pipe, and creating the four-fin set-up out of two pieces of plastic (two fins per piece, connected across the diameter of the rocket). The two pieces could slot together, then the whole rig could slip into slots in the PVC. But that is more compliceted than I want to be, and I'm not confident I can cut the existing PVC part properly, accurately, and without cracking or shattering it.