Here is my update on Hank and Penny.
I put Penny in Hank's tank two day's ago. Hank was the perfect gentleman. He let Penny explore the new tank while not bothering her too much. Eventually he started swimming about an inch away from her and started flaring, then turning sideways to her (it seemed as though he was trying his best not to intimidate her) and doing his wiggly dance. Sometimes Penny would watch him and other times she would dart away and hide. Hank would never chase her though, he would just try again a minute or two later. I left them together over night with the lights off and every time I checked on them, Hank was keeping a respectable distance.
Yesterday I was going to be gone for the whole day and I got nervous that something might go wrong, so I put Penny in her own tank where they could still see each other. Today I've noticed that Penny's colors have never been more vibrant, I really didn't know she was that beautiful! And her egg sack has gotten larger, so I put them back in together a few minutes ago.
Hank is still as gentlemanly as before, but he's taken more notice in his bubble wrap "nest" that he was too lazy to build. I've been reading that her darting away from him is like fishy foreplay, so I'm a bit more confidant in them.