I am simulating four point bending in ANSYS APDL. I used contact analysis for that excluding penetration. After, some load step rollers started penetrating the panel.
You should first check if the penetration is actual or "visual" by monitoring the nodal displacements. Then try to adjust the contact properties and formulation (pure penalty, augmented Lagrange, stiffness etc.). Mesh density is also important in the contact definition.
The choice of source and destination in the contact pair will have an impact on the convergence. The contact boundaries should be resolved by at least a few mesh elements. The destination boundary of the contact pair should be meshed finer than the source boundary, at least by a factor 2. Also, a coarse mesh on a curved contact surface may lead to convergence problems.
Sometimes the pressure upon contact goes up steeply at the time of contact. Check that by plotting pressure v/s time. Try augmented Lagrange method.