Found 5 pet goblins so far, and missed one because guy I was doing bounties with didn't invite anyone and just killed it on his own...
Yesterday I found one in the top left corner of Fields of Misery, while searching for pools of reflection.
3 days ago, I found one during bounty session in Halls of Agony lvl 2.
Before that, I found one while searching for The cursed pete event in Paths of the drowned.
I found 2 more so far, both on NS before season started, one while searching for falcon wings in the same area, other one while searching for Liv More pet.
So far I have Liv More, that Yeti, Buddy, flame skull, queen of Succubus, and mini Malthael.