We consider the problem of finding all space-time metrics for which all plane-wave Penrose limits are diagonalisable plane waves. This requirement leads to a conformally invariant differential condition on the Weyl spinor which we analyse for different algebraic types in the Petrov-Pirani-Penrose classification. The only vacuum examples, apart from actual plane waves which are their own Penrose limit, are some of the nonrotating type D metrics, but some nonvacuum solutions are also identified. The condition requires the Weyl spinor, whenever it is nonzero, to be proportional to a valence-4 Killing spinor with a real function of proportionality.