While Tim's poker face is a little scary when he turns it on. He could stone wall Penguin's outbursts for days if he so chooses. This hardly seems worth the effort though and he clearly disbelieves Penguin's assertions.

"I have no interest in participating in politics. My question was referring to your policies, not your slogans."

He should just dismiss Penguin's gloating, try and really push for clear answers. Unfortunately, it seems Penguin is at least adept at avoiding questions even if the method is obvious.
"And why did this Major James end up with his head in a box?"