Penny is a robot. They can rebuild her. They have the technology. If nothing else they should have her personality on a hard drive so they can make a Penny 2.0. And they must have invested a lot of taxpayer dollars into her, so I'd expect them to at least try to see if they can rebuild her. It would make less sense for them not to. So essentially there'd probably be more BS if she weren't to come back then if she were.
I wasn't saying Roman IS alive. Just that it's entirely possible that he could survive. He was swallowed whole, and the Grimm he was in was probably taken down with the ship, a ship we saw go down and we last saw Ironwood heading towards. I'm not saying that they will bring Torchwick back, just that it would be very simple to.