Pennetta - No - made 5 quarters, and a semis in addition to her US Open title.
Bartoli - No - remember that Bartoli lost a Wimbledon final to Venus Williams years before she won her title - also make 3 quarters, and a semi.
Yes. Gaudio is the only man in the open era to win a Grand Slam without making at least one QF or better at another major.
Two left - both women who won the Australian Open.