A few years ago, the Canadian women's Olympic hockey goalie played for our city's team in a U.S. minor (third division, I think) pro hockey league. She was the backup and started about 1/3 of the games, as did other backups in the league. Her goals/game and saves/shots numbers were worse than most of the league's starters but better than most of the league's other backups, who were (barely) pros although certainly not elite. (Nice person too - seemed like her main desire was not to be a trailblazer but just to play against better competition than she could get in non-Olympic years, but she was very good about dealing with the fans and press, signing autographs, etc.)
As for Annika Sorenstam, she said she picked the Colonial tournament because it had a relatively short and tight course where her lack of long drives wouldn't be as much of a handicap as it would on other courses, so it seems like she might not have done as well at other tournaments. In the first round, she led the field in driving accuracy, but she putted poorly both days. From what her playing partners and the press said at the time, I had the impression that if she had played it a few years in a row, she probably would have made the cut sometimes. Regardless, she did beat some pros who also didn't make the cut, including Geoff Ogilvy, who won the U.S. Open a few years later and has won over $30m on the PGA tour. She finished only two strokes behind Sergio Garcia.