Yeah, I don't think that Muds, Sligs and Gluks (probably even Gabbits) could be considered as "pets". If I were to have a "friend" of Oddworld, then I'd go with a Mudokon, but for a "pet"........that's a tough one. I would've went with Fuzzles, but since they're very toothy that's out of the picture.
I guess I'd go with an Elum.