Here are some Randroids talking about Penn:
objectivistliving.com/forums/index.php?showtopic=9456
I'm working on reading those, I'll post if there's some good information or references.
Here's him talking about Atlas Shrugged (the movie) and Ayn Rand:
https://www.youtube.com/watch?v=gqMKD9lrEP8
It's hard to find exactly what his criticism of her is, though (aside from the cult-like group).
"Atlas Shrugged movie to begin filming. This is from the Atlas society. So this is uh crazy people talkin' about crazy things"
"Now I'm a real fan of Atlas Shrugged and a real fan of Ayn Rand"
"Although a friend of mine's been pointing out her support of a serial killer and the fact that to be a member of her inner circle you had to be an absolute stark raving cult believer and believe that everything she said was right and she was the most perfect person ever."
"I don't believe any of that shit, Ayn Rand was a fuckin' whack job. but I agree with a lot that she said..."