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Just wanted to clarify (for the sake of others who may read this post) that the question was in regards to Penguin and I think in your situation, you're dealing with manual penalties.  With Penguin, there is no reconsideration request.  You've got to clean up the best you can and then hope that things improve when Google refreshes the Penguin algorithm. It's still up for debate whether removing links (as opposed to disavowing) is important for Penguin.  My current advice is that if a link is easy to remove then do it.  But, otherwise I disavow.  While you're right that it is important to show Google your efforts in regards to link removal for a manual penalty, no one is going to look at your work for an algorithmic issue. I asked John Mueller in a hangout once whether disavowing was as good as removing for Penguin and he said, "essentially yes".  However, because there are potential problems that could come up with the disavow tool (such as improper formatting or taking too long to recrawl to disavow), if you can remove the link that's not a bad thing to do.