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I think the show can be taken in two different ways. One being that the things happening are surreal, meaning that they represent or reflect something about the characters motives or subconscious state of mind, or that the things happening are a form of magical realism. Either interpretation is valid, in my opinion, but can lead to different conclusions as to what the show is trying to say.
If we take it literally then the child broiler is the place where their society chooses those worthy and those unworthy to live. You'd have to consider what you think about a society where they make unworthy children "disappear" and how the people in the society could turn a blind eye to it. That might make the actions of penguinforce/kiga seem more rational in why they'd rebel against such a place, though you might also still disagree with their methods. Objects like the diary, penguindrum(if it isn't the diary) or the apples would then be magical items that are used by the characters to change fate or help each other.
If it surreal and the child broiler then it would likely represent a state of mind. A state of mind that the character's enters when they lose hope, not when society dictates it. This put the onus more on them and less on the society, though you might still blame the society in someway for causing them to lose hope. When they go to the child broiler then it is a metaphor for them fading into the background of society. They could just become another indistinguishable person or retreat completely from society. This would mean that kiga is fighting a mentality of the citizens in the society but their method of fighting it becomes almost ludicrous in this scenario. The diary, penguindrum, or apples then are more symbolic and less simply magical. They'd be symbols for the characters willingness to help each other, or push the other to change their own fate.
I generally believe that surreal is most likely the "true" message but the literal message is also just as valid. The literal message is also the more dangerous interpretation because if you take it at face value then how could you not, at least in some small way, want to see such a society burn?
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