Sure, just because you used a pseudonym you don't lose the rights associated with being the author. Getting people and the legal system to believe you that you are the author is your problem though.

I'm more worried about whether a pseudonym can (with legal credibility) place their work under an MIT or other Free license.

I don't see a reason why not. If it's an original copyrightable work one would assume that the author can grant rights to others or the public.

IANAL and the legal system is sometimes strange, but there is no obligation to register yourself as a copyright holder.

Right but I was thinking more in terms of there being no legal person to say, should it go to court, “Nah, I totes licensed that for anyone to use.”