I have tried practicing on my kids....they didn't like it at all. Honestly, there is lots you can do without cattle to practice the elements needed in a penning run. Really work on basic training all of the time. Stops, start, move off leg and yes roll backs. You want your horse responding to you in a split second.
To really work on your horse watching a cow and reacting, try riding with another person and mirror each other while facing each other. Most horses will pick it up very quickly. Take turns who is controlling the moves. Try to get past each other while the other tries to stop you. You want your horse thinking and responding. Cue with your seat and legs before getting your hands involved.
Here is a friend and I on two of my horses mirroring....not the best picture but you can see spacing between the horses.
Sorry the picture is so big, it doesn't want to let me make it smaller.
Another fun way to practice is playing tag on horseback. Be aggressive as you would in a penning run, control the direction of the other rider as you try to tag them. Start slow and increase the intensity of the game as you get more comfortable with it.
If you want to work on holding a cow or moving it out of the herd, almost any animal will do. My dog doesn't like me anymore but I have got the Canada Geese in my pasture sorting off pretty nicely. The geese really make the horses pay attention because if we crowd them or push too quick the geese take flight. I do have cattle but only actually work my horses on them occasionally. And when I do it is just slow work, quietly moving through herd, gently pushing one out or depending on where we are in the pasture holding one away from the herd.
Have fun, be creative.