Kings run is brilliant by all accounts.
Oysters - Barrilla Bay near the Hobart Airport - they will even box them up for you to take home with you.
Wine - Lonnie has quite a nice wine trail, and they used to offer a really good deal of buy I think its 12 wines from any combination of the wineries and they will arrange shipping for you.
NO idea about Penguins. I THINK there is a penguin experience near Burnie. Lived there for 9 years and I can't tell you sorry!
If you want more detailed help please drop me a line.....