Pandu did severe penance to Indra so that he may get a famous son who is an invincible warrior. Krishna did penance so that his one of his sons, I forgot the name but his son was born with the qualities of Shiva. Vyasa is the author of Mahabharata and was praised by the characters of Mahabharata also. Did Parashara or Satyavati do penance so that Vyasa might be born to them?
Parashara also got a boon from Lord Shiva that such a powerful son would be born to him. In this chapter of Anushasana Parva of Mahabharata, Parashara says:
पराशर उवाच। प्रसाद्येह पुरा शर्वं मनसाऽचिन्तयं नृप। महातपा महातेजा महायोगी महायशाः।। वेदव्यासः श्रियावासो ब्राह्मणः करुणान्वितः। अप्यसावीप्सितः पुत्रो मम स्याद्वै महेश्वरात्।। इति मत्वा हृदि मतं प्राह मां सुरसत्तमः। मयि सम्भावना यास्याः फलात्कृष्णो भविष्यति।। सावर्णस्य मनोः सर्गे सप्तर्षिश्च भविष्यति। वेदानां च स वै वक्ता कुरुवंशकरस्तथा।। इतिहासस्य कर्ता च पुत्रस्ते जगतो हितः। भविष्यति महेन्द्रस्य दयितः स महामुनिः।। अजरश्चामरश्चैव पराशर सुतस्तव। एवमुक्त्वा स भगवांस्तत्रैवान्तरधीयत। युधिष्ठिर महायोगी वीर्यवानक्षयोऽव्ययः।। 13-49-45
"'Parasara said,—"In former times I gratified Sarva, O king. I then cherished the desire of obtaining a son that would be possessed of great ascetic merit, endued with superior energy, and addressed to high Yoga, that would earn world-wide fame, arrange the Vedas, and become the home of prosperity, that would be devoted to the Vedas and the Brahmanas and be distinguished for compassion. Even such a son was desired by me from Maheswara. Knowing that this was the wish of my heart, that foremost of Deities said unto me,—'Through the fruition of that object of thine which thou wishest to obtain from me, thou shalt have a son of the name of Krishna. In that creation which shall be known after the name of Savarni-Manu, that son of thine shall be reckoned among the seven Rishis. He shall arrange the Vedas, and be the propagator of Kuru's race. He shall, besides, be the author of the ancient histories and do good to the universe. Endued with severe penances, he shall, again, be the dear friend of Sakra. Freed from diseases of every kind, that son of thine, O Parasara, shall besides, be immortal.'—Having said these words, the great Deity disappeared there and then. Even such is the good, O Yudhishthira, that I have obtained from that indestructible and immutable God, endued with the highest penances and supreme energy."
And not only this, Vyasa also obtains his son Suka through penances to Lord Shiva. In this chapter of Shanti Parva, Lord Shiva says:
As Vyasa was seated there, the auspicious god Siva, armed with Pinaka, surrounded on all sides by many deities and Gandharvas and adored by all the great Rishis came thither. Consoling the Island-born Rishi who was burning with grief on account of his son, Mahadeva said these words unto him.--Thou hadst formerly solicited from me a son possessed of the energy of Fire, of Water, of Wind, and of Space; Procreated by thy penances, the son that was born unto thee was of that very kind. Proceeding from my grace, he was pure and full of Brahma-energy. He has attained to the highest end--an end which none can win that has not completely subjugated his senses, nor can be won by even any of the deities. Why then, O regenerate Rishi, dost thou grieve for that son? As long as the hills will last, as long as the ocean will last, so long will the fame of thy son endure undiminished! Through my grace, O great Rishi thou shalt behold in this world a shadowy form resembling thy son, moving by the side and never deserting thee for a single moment!--Thus favoured by the illustrious Rudra himself, O Bharata, the Rishi beheld a shadow of his son by his side. He returned from that place, filled with joy at this.