The majority of Malzahar players I see, don't even max their spells correctly, and that's how I know they aren't even mains, or are just nincompoops who never practiced enough. To this day I still see people maxing E instead of his W, which he is supposed to use together with his W to farm now, only relying on your Q to reset your E so you can ensure a clean farming process. I also follow the old recommended item path - starting Rod of Ages instead of morellonomicon because Malzahar frankly doesn't need cooldown all that much due to his E's ability to reset itself, and this is ontop of the fact that Malzahar is a zone-controlling battle mage, meaning if he wants to do his job he has to accept the fact that he might end up taking a blow to the face here or there, which is fine because he has AP and catalyst allows him to get that hp back.
Secondly, if you're not using the rejuvenation mastery to ensure he doesn't run out of mana in the early game, then this a mistake I suggest you remedy immediately as executioner is really only necessary on assassins and even then, not always.
Thirdly, if you don't want your damage to suck early game, and actually want your voidlings to have a consistent impact, then hybrid penetration marks are going to be necessary due to the fact that your voidlings deal hybrid damage to your enemies.