Location Penelope's is conveniently located in Elm Grove, Wisconsin. Penelope's of Elm Grove 13425 Watertown Plank Road Elm Grove, WI 53122 Ph: 262-787-1977 Fax: 262-787-1978 Get directions here. Dress: Casual Alcohol: Full bar Accepts: Visa, Master Card, debit, cash Dining Room Hours: Tuesday – Saturday 6am – 8:30pm Sunday – Monday 6am – 8pm