Do TP-Link TL-WN722N work with the Penetrator?

Yes it works in 32 bit and 64 bit editions that you can Capture WPA/WPA2 handshakes and WiFi Scanning.

It is recommended to mount heat sinks on it.

The range is very poor compared to rtl8187l Alfa AWUS036H device but it still works.

Example to use some Raspberry Pi heat sinks.