What you can do is make a square with four straws and then fill in the center while leaving space in between the straws.(use like three for this) and tape it. Then take the remaining three and lay them the opposite way of the first three you filled the center with.
Now tape it as much as you can so there aren't big gaps that the pennies can't fall through. If you can cut the straws do that but use the same process. You can always test it and if it doesn't work you can try again. ^*^