For the treatment of conjunctival lymphoma in the early stages, external beam radiotherapy offers a curative approach. Such treatment requires the use of highly conformed small radiation beams. The beam size is so small that even advanced treatment planning systems have difficulties in calculating dose distributions. One possible approach for optimizing the treatment technique and later performing treatment planning is by means of full Monte Carlo (MC) simulations. In this paper, we compare experimental absorbed dose profiles obtained with a collimator used at the University Hospital Essen, with MC simulations done with the general-purpose radiation transport code PENELOPE. The collimator is also simulated with the hybrid MC code electron Monte Carlo (eMC) implemented in the commercial treatment planning system Eclipse (Varian). The results obtained with PENELOPE have a maximum difference with experimental data of 2.3%, whereas the eMC code differs systematically from the experimental data about 7% in the penumbra tails. We also show that PENELOPE simulations are able to obtain absorbed dose maps with an equivalent statistical uncertainty to the one found with eMC in similar CPU times.