mhansen - 1:20 pm on Oct 22, 2012 (gmt 0)
Cutts doesn't specifically say that if you are Penguin affected (without message in WMT) that you should try disavowing links.
In the FAQ section of the announcement page [googlewebmastercentral.blogspot.com], just below the video, it states:
Q: Should I create a links file as a preventative measure even if I havenít gotten a notification about unnatural links to my site?
A: If your site was affected by the Penguin algorithm update and you believe it might be because you built spammy or low-quality links to your site, you may want to look at your site's backlinks and disavow links that are the result of link schemes that violate Google's guidelines.
(Bold added by Me)
It reads to me like they clearly state: If you were affected by Penguin, and you have (or built) spammy backlinks that violate the G* TOS, use the disavow system as directed.