Both drivers will take a new MGU-H and new turbocharger - already their sixth such components of the season. With the sporting regulations allowing each driver to use only four of each per year, both Alonso and Vandoorne will drop 15 grid places relative to where they qualify on Saturday.
Vandoorne's penalty may yet be expanded, with McLaren engine partners Honda indicating they may opt to replace further components after second practice.
Alonso and Vandoorne were 17th and 15th fastest respectively in the opening practice session in Baku on Friday morning, both more than 3s off the benchmark pace set by Red Bull's Max Verstappen.