Currently to change the active docent and combat module for a pet requires the following steps:
1. Open the pet page via either:
a. open your character sheet, click "Pet";
or
b. right-click your pet hotbar picture, select "View pet ...".
2. Open your inventory.
3. Find the docent/combat module.
4. Drag into slot on pet page.
I would suggest that instead you be able to create pet item sets. Either from the pet hotbar or by dragging to your own hotbar you would be able to select which set was active. So just like you can have an "undead slaying" character weapon set, you can have an "undead slaying" pet item set.
I'd probably think 4 sets would be reasonable. And just like weapon sets, the unused items would be in your inventory, taking up space. Also, changing a pet's item set would require the pet to run up to you - and maybe have an animation. After all, you shouldn't be opening up your pet and fiddling around inside while he's chewing on monsters.
Speaking of inventory ... I wonder how much empty space is inside my doggy ... maybe I could carry a few sets of armour in there ...
<edit>D'oh! Mods - please move this to Suggestions and Ideas ...</edit>