Penzarella worked with three of renowned French trumpeter Pierre Dutot's students. He presented a fast-paced teaching method that covered many aspects of trumpet playing and literature. While discussing the Ballerina Dance from Stravinsky's Petroushka, Penzarella stated the need to "take the bones off" a passage with lots of fast notes, reducing it down to its slower elements. He demonstrated a complete command of solfege as he sang the solos to demonstrate phrasing and accents, and added that to master a passage, "one must sing it without the horn before playing it." He pointed out a "hidden" syncopation in the middle section of the solo, and noted that most will "miss that if you're just looking to play the notes."

His discussion of playing principles is at the heart of his teaching method. He does not make assignments while teaching, but focuses on establishing good playing principles. To him, trumpet is an extension of his brain and heart ­ "not sure how it works, but it's fun!"  He noted the need to never fix what is wrong, but establish what is right. He disdains questions about his playing routine, since the routine should be unique to each person and meet that person's playing needs for the day and season.

"Like Arnold Jacobs said, play a song," Penzarella said with encouragement. "Listening is our art."