Heat the oven to 400°. In a roasting pan or dutch oven, toss the mushrooms with the oil and 1/4 teaspoon each of the salt and pepper. Roast for 15 minutes; some liquid will remain in the pan.
Transfer the pan to the top of the stove. Stir in the garlic and Marsala. Simmer until the liquid is almost evaporated, about 4 minutes. Add the broth and tomato paste and simmer until about 1/4 cup of liquid remains, about 2 minutes longer. Stir in the remaining 1/2 teaspoon salt and 1/4 teaspoon pepper and the butter and remove from the heat.
In a large pot of boiling, salted water, cook the penne until just done, about 13 minutes. Drain the pasta and toss it with the sauce and the parsley.