Penck.exe is not delivered with MicroStation and I don’t think a comparable utility is delivered. However, the MicroStation Message Center should provide syntax errors similar to penck.
The following MicroStation Change Request is currently filed.
CR# 312061
Request for a "pen check" type utility that would flag unsupported design script keywords.
You could download a copy of ProjectWise InterPlot Organizer and use its penck utility.