However, in the online musical she's known as Penny, while Chester Cheetah addressed her as Felicia in the blipvert.
As Penny in 'Dr. Horrible's Sing-Along Blog'As Felicia in Cheetos
I keep thinking there must be a way to make them both one and the same person......
Here's one option:
Felicia is not Felicia Day in the Cheetos ad. They just happen to share the same name, like Mary Richards and Mary Tyler Moore.
But within the reality of Toobworld, Felicia hates her first name and refuses to use it. (Not her fault if some Cheetah crossover from the Tooniverse uses it in public.)
In order to avoid anybody else from calling out that detested name in public, she tells everyone that her name is Penny instead.