From the Super Mario Wiki
Penguin Bowling is a 1-Up Rally challenge in Challenge Mode of New Super Mario Bros. U. The objective involves sliding with Penguin Mario to break through Brick Blocks and defeat enemies to earn 1-Ups.
The course is an original course, and takes place in a cavern full of ice, presumably in Frosted Glacier. The player must use Penguin Mario's sliding ability to break obstacles and outrun falling icicles while sliding into Koopa Troopas and Koopa Paratroopas to earn 1-Ups and to get to the end of the course.
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