I don't have personal experience with either of these corals but here's some info I found.
The sea pen is mainly nocturnal. It's body is contracted during the day. The polyps come out at night (occaisionally during the day) to feed on plankton and detritus. The sea pen has a distinct foot that burrows into the substrate to anchor them as they are found in turbulent waters. They do move slowly through the sand. They can give off an errie greenish-blue light if disturbed.
The Dendronephtha or Red cauliflower coral is fairly easy to maintain according to this book. It says during the day it will contract into a red and white ball. At night or under subdued lighting it will take in water to feed. Specimens in the wild can reach 39 inches but in the aquarium they average 6-8 inches. They feed on tiny particles in the water.
Hope this helps you out, good luck!