It looks like you need to use the `--out` switch with the `--csr` switch, otherwise it doesn't seem to work. However, even then, it only seems to work if you are already in the directory where you want the cert to go.

With a bit of fiddling, I'm pretty sure I've got it working:

root@lamp ~# mkdir cert
root@lamp ~# cd cert
root@lamp ~/cert# turnkey-make-ssl-cert --csr --out www.tester.com
root@lamp ~/cert# ls
www.tester.com.crt  www.tester.com.csr  www.tester.com.key
root@lamp ~/cert# grep -- '-'  www.tester.com.csr 
-----BEGIN CERTIFICATE REQUEST-----
-----END CERTIFICATE REQUEST-----

And John you are right, that now we have Let's Encrypt, there's not as much need for this sort of thing anymore. However, there are still valid reasons why a person may still wish to get a cert from an alternate third party (or perhaps even an onsite CA).