The instructions you provided worked perfectly! Thanks @kennethlimcp, @mdma, and @Hootie81 for helping me peel the onion and deal with all the issues.
$ particle keys new
running openssl genrsa -out device.pem 1024
running openssl rsa -in device.pem -pubout -out device.pub.pem
running openssl rsa -in device.pem -outform DER -out device.der
New Key Created!
$ sudo dfu-util -d 2b04:d006 -a 1 -s 34 -D device.der
dfu-util 0.8
Copyright 2005-2009 Weston Schmidt, Harald Welte and OpenMoko Inc.
Copyright 2010-2014 Tormod Volden and Stefan Schmidt
This program is Free Software and has ABSOLUTELY NO WARRANTY
Please report bugs to dfu-util@lists.gnumonks.org
dfu-util: Invalid DFU suffix signature
dfu-util: A valid DFU suffix will be required in a future dfu-util release!!!
Opening DFU capable USB device...
ID 2b04:d006
Run-time device DFU version 011a
Claiming USB DFU Interface...
Setting Alternate Setting #1 ...
Determining device status: state = dfuIDLE, status = 0
dfuIDLE, continuing
DFU mode device DFU version 011a
Device returned transfer size 4096
DfuSe interface name: "DCT Flash "
Downloading to address = 0x00000022, size = 610
Download [=========================] 100% 610 bytes
Download done.
File downloaded successfully
$ particle serial identify
Your device id is 1c004000124734333938****
$ particle device add 1c004000124734333938****
Claiming device 1c004000124734333938****
Successfully claimed device 1c004000124734333938****