Unlike other tanks, a pally has a taunt which works against taunt immune mobs, at least in some situations.

If you have no threat (ie, have just bubbled), then you're as out of luck as the next guy.
However, if a DPS has done too much damage and taken threat, you can Blessing of Protection them.
And you should be #2 on threat, which means #1 out of the non-immune characters.