The keepers brought me into a small room in the penguin house and brought in two of last year's babies. At first they had to get comfortable enough to let me touch them and once they got used to me, it looked like they were having a great time. In addition to petting them, the keepers brought out pelican feathers, which they liked to play with.
I'm not sure how they would do with large crowds, but I was in a small room with me, three keepers and the two penguins and they seemed fine. Things might be different when it's less keepers and more people they've never seen before.