Well as of 4.3, it looks as though Pengu's been taken over by an eerie spirit again!
Pengu has his awesome unique crimson eyes back as of the latest patch. Whether or not this was an intentional change, I'm not sure. It's also unclear if the re-haunting of Pengu will stay this way or if developers will find him another priest to exorcise his demons out lol.
Either way, I'm glad he has his iconic eyes back! It really sets him apart from Mr. Chilly, however creepy it may seem.