Penguins clean themselves by preening their feathers. Penguins preen their feathers frequently. Feathers must be maintained in prime condition to ensure waterproofing and insulation. Penguins preen with their bills. A gland near the base of the tail secretes oil that the penguin distributes throughout its feathers. Penguins preen for several minutes in the water by rubbing their bodies with their flippers while twisting and turning over They do this in and out of the water. Yes they do take baths.