Yes, it is hard to do. Joints are complex beasts. The easiest way is to create the geometry by creating an egg file dynamically, and then load the egg file. You can create the egg file in-memory using Python print statements, or using the EggData interface. (Assuming it really needs to be dynamic, of course–if it’s just the same cylinder you’re creating every time, you’re probably better off creating the egg file once, and just loading the same egg file over and over.)
But creating a dynamic egg file isn’t the fastest way to create geometry. If you really want to use the GeomVertexData et al interfaces to create joint-animated geometry, you have to do it the hard way. There was a longish thread here where Anon was asking a similar question recently.
David