Cook and stir pancetta and rosemary sprig with olive oil in a large, deep skillet over medium heat until pancetta renders its fat but is not crisp, about 5 minutes. Pour vodka into the skillet, standing back to avoid any flare-ups. Raise heat to high and continue to cook until vodka reduces to about 2 tablespoons.

Pour heavy cream into skillet, stir briefly, and add black pepper; bring sauce to a boil. Reduce heat to medium; cook and stir until sauce has slightly reduced, 3 to 4 minutes. Mix marinara sauce and water into cream mixture and bring to a simmer. Lower heat and simmer sauce for 20 minutes to blend flavors.

Fill a large pot with salted water and bring to a boil. Stir in penne and return to a boil. Cook pasta, stirring occasionally, until cooked through but still chewy, about 10 minutes; drain and return to the pot. Pour sauce over penne and stir to combine. Turn off heat, cover the pot with a lid, and let stand for 5 minutes to allow pasta to absorb sauce. Serve sprinkled with Parmesan cheese.