How do I properly insulate around roof penetrations?

You definitely want to avoid just stuffing extra fiberglass batting into those gaps, as it won't seal as well as you think and can leave voids that compromise the entire seal. When dealing with penetrations like the plumbing vent and the exhaust fan, the best approach is to treat the immediate hole as a seperate element that needs a complete thermal break and an air seal around it. You should cut the batt insulation and wrap it tightly around the pipes, but you need to fill the space behind the pipe and around the fan housing itself. Use a low-expansion foam sealant in those voids. This foam expands just enugh to fill the irregular spaces around the venting and fan without pushing the surrounding drywall or ceiling material too far out, wich is crucial in a sloped area where compression is a major issue. Once the foam has cured, use a flexible caulk or a specialized spray foam to seal any gap where the foam meets the ceiling plane or the roof deck. That ensures air and moisture can't migrate through the small openings. It’s all about creating a continuous air barrier around the object so you don't end up with cold spots or moisture accumulation. For the sloped sections, remember that too much pressure from packing the batt down can cause it to lose its R-value rating or even compress so much that it loses loft. Focus on cutting the material to fit neatly, filling the gaps with foam, and then sealing the perimeter.

Following this since I've got the same setup going on in my place, just with a bathroom fan instead of the plumbing pipe. One thing I ran into was the fan housing getting really warm during long showers, so I stopped short of putting anything right up against it and just left a little space around it instead. Is that okay, or does the gap need to be filled completely for it to actually work right?

On the fan question, the label matters more than the gap. Mine said IC rated so I ran batts right up to it, but if yours doesn't say that you're right to keep insulation off the housing. Check the sticker inside the fan before you fill anything. For pipes I just split the batt face to face around it and cut notches so it hugs on both sides. Took a couple scrap pieces to get the notch shape right but way better looking than what I tried first. Also ran a bead of caulk where the vent pipe boot meets the deck before I laid anything down, that spot leaked air on my old job badly.

One thing I'd add for those sloped bays is airflow. If the rafters run down to a soffit vent, you can't bury that channel in batt or foam or you'll kill the venting to the roof deck. I slapped some cheap baffles in mine before insulating and it made everything fit nicer too, keeps the batt pushed back from the deck. Sounds like you're on track otherwise, just don't skip that part.

Update: splitting the batt face to face around the plumbing vent worked way better than stuffing, that gap finally closed up clean. Still stuck on the exhaust fan though. I popped the grille off and looked around inside the housing and I can't find any IC marking anywhere. Am I looking in the wrong spot, or should I just assume it's not rated and leave clearance around it?