You could also use an inorganic binder (e.g. silicate). However, you will need to consider that you will form sodium silicate at high temperatures.
Another alternative could be to use a calcium sol-gel process. For example, infiltrate your pellets with a calcium salt, precipitate the salt as you evaporate the solvent (water).
The water/salt solution should give you enough binder-function during the pressing operation and on calcination, you are only left with calcium oxide.