No i haven't made any level for Penumbra, but i have read the help from the HPL1 tools and it shows how you can import level geometry and lights from 3D tools. Insted of Maya you could try Blender 2.5 that is as powerful as Maya save your levels as .fbx and them use the fbx to collada converter use this link
http://images.autodesk.com/adsk/files/fb...er_win.exe to download it.
Blender 2.5 is FREE no need for cracks and can do what any other so called high end 3d app can do, you can find it here.
http://www.blender.org/development/relea...-254-beta/
You could also try Wings3D is a simple but powerful free 3d app with a UI much simple them Blender and as native collada 1.4 exporter.
I must say i never tried to make levels to the HPL 1 engine so i don't really know if this tools will work with it, i just know they export to the collada format that is used by HPL and so it should work.