What is the counterplay to magic penetration?

...specifically in the context of ad mid assassins like talon, but in general as well.

I just went against a malzahar as talon, and I'm trying to understand how I should have fought him. I naively stacked mr, which I guess was my first mistake; I didn't understand that mpen reduces mr. But it got me thinking - how should I have built against someone who would be taking a lot of magic penetration? Flat health? The internet said that talon should be a counter to malzahar, but it definitely didn't feel that way. Should I have picked someone tankier?