If one were to request a change of penance, it would not be because you don’t want to do it. It would be for a more practical reason, like being unable to do it. For example, I was given a penance once to fast but I was under doctor’s orders to eat a certain amount of calories daily from a complication in my pregnancy. I couldn’t do my penance. Rather than saying I would while knowing I couldn’t, I mentioned to the priest my situation and asked for an equally difficult (I guess I’m a glutton for punishment, because he came up with a doozy) yet different penance.
Being asked to pray X amount of Hail Mary’s as a penance is not, as you mentioned, praying to Mary. The penance is humbling yourself to ask Mary to pray for you. If you consider the words of the prayer, they are spoken straight from the angel Gabriel’s lips to her in the Gospels, and the prayer concludes with requesting she pray for us. If a Catholic were to find offense in this, then I personally think more catechism/education would be necessary; not a change in penance.
You ask really great and interesting questions. God be with you.