When you throw your chosen pet, replace the vacant slot with a creature control item where you can set it to attack things, come back to you, stay in one place or, most importantly the creature's capture pod returns to the holder of this item when the creature dies so if you die, and your pet dies shortly after, you will not lose your pet.
I think the pod should move to the vacant "pet" slot; that way, they could be returned to the owner by simply removing them from the slot (so you don't have to kill them).