When I played 4 warlocks I used F1-F4 to choose my pet's targets. Explanation:

First I targeted the mob I wanted my pet to go on, and for Char1's pet, I pressed F1. Then I changed target aad pressed F2 to make my Char2's pet attack that target. And then I continued like that.. The macro would be something like:

/target [target=focustarget, harm]
/petattack

And then I bound that to F1,F2,F3,F4 on respective character.