I would suggest there are two different penalty kick situation with two very difficult levels of stress/anxiety levels; taking a penalty kick following a fault and taking a penalty for to end the game after a tie.
Learning players to take the penalty kick I would have them imagine kicking the penalty kick starting in just one area. Afterwards I would slowly progress to adding more areas to kick.
And to enhance concentration I would properly suggest the Mindfulness-Acceptance-Commitment (MAC) by Gardner and Moore. This also should help the athletes not to evaluate their thoughts while passing by. That way they theoretically shouldn’t use mental capacity on that and only focussing on the skill at hand.
As a final note, I would say you can try to replicate the different penalty situations but I think you’ll never be apple to produce the same level of noise the opposing fans are making, a long with what’s at stake at the penalty kick.