Pengilly finished eighth in the men's skeleton event at the 2006 Winter Olympics.
The women's skeleton event is set for Thursday, and the men compete Friday.
Four British athletes qualified for the skeleton events.
He finished 18th in the men's skeleton event at both the 2002 and 2006 Winter Olympics.
The United States qualified one male and two female athletes in the skeleton event.
Rudman received her medal while Bromley was competing in the men's skeleton event.
The track served as host of the skeleton event for both the 1928 and the 1948 Winter Olympics.
She won three bronze medals in the women's skeleton event, earning them in 2004, 2008, and 2009.
The skeleton events took place on 4 and 5 March.
A total of two skeleton events will be held at Sochi 2014.
