All could be safely said untill now, that Pen-Pen is a penguin, and a male penguin at that. He migh or might have Angel DNA in his cells, he might or might not have an active AT field. He could have been born 12 million years ago when antarctica wasn't yet an icy desert when fourty thousand proto-imperial penguin shamans commited suicide to hold back the warp, and where reborn in Pen-Pen. He just "Wark"s when asked this questions.
HAIL GOD EMPEROR OF PENGUINKIND!