Penguin #1 is the boss. Absolute pervert and that hat chase scene was epic too. But he doesn't seem too complicated - mostly a straightforward read. He doesn't seem to fear much and clearly cares for other penguins but he is also indecisive as hell - as seen in that roast scene - and I think that extrapolates to Kanba pretty nicely.
Penguin #2 is funny. Very funny. My favorite scene though was when he roasted #1 alive. He has a slightly murkier side to him than Shoma, what with the eating that Frog shit and killing roaches and what not, and I wonder if those are subtle hints at what Shoma has hidden beneath his caring family member facade. I definitely get somewhat sinister vibes from him.
Penguin #3 is kinda creepy imo. I say even creepier than Esmeralda because we already know what Esmeralda wanted and how her personality is. San-chan is hard to read - appears oblivious but clearly isn't. Seems to care for other penguins but not really. The expressions in episode 9 were absolutely hard to read too and while the other penguins were already sealed inside the boxes, she was running around reading memories and shit. I get pretty serious sinister vibes from her
Esmeralda is another easy read imo. Not much has been seen yet but I doubt she is all that complicated.