Penelope Jemima sounds a lot better to me. I would never have thought of them as sisters, but they could actually work, yes.
I quite like
Penelope. It feels just off from a classic to me.
Jemima is okay. I'm not sure it'll ever shake it's associations, though.
Three boys nappin', one mama namenerdin'
To peruse my top 100ish names:
http://www.behindthename.com/pnl/82589
He is becoming greater, I am becoming less
Bits of the journey here:
http://jodifriesen.blogspot.ca/And some family cuteness here:
https://www.flickr.com/photos/41705228@N08/