No, not Penrhyn in Wales, but Penrhyn in the Cook Islands!
The name comes from the Pennant family who were given the Barony of Penrhyn. The Pennants were heavily involved in slavery and a ship that went to the Cook Islands was the Lady Penrhyn.
Not an auspicious history - especially as slavers took so many islanders from Penrhyn over the years.
Isn't history horrible some times?
The link may well be tenuous (the Pennants being English aristocracy, with titles from Ireland, huge estates in Wales and Jamaica), but has that ever stopped me before? ;-)
A quarter of the (circa 200) Penrhyn islanders are Catholic. I rest my case.