Open up with commanding them to GoTo into melee range, then start issuing attack orders. Works very well on my Ninja/* Mastermind.
Pretty much as Zap said I'm afraid 
I always open up with Goto, then when they are close start issuing the attack orders. Even the lich works well close up with the tentacles.
Sometimes I send the Grave Knights in again after the first order to get close or next to something so they pull out their swords. Once the swords are out, they stay out for that group, and only put them away when moving to next group.
(Can't recommend a set of binds highly enough for Masterminds, especially the melee'rs, see Zap's Signature for his big guide, he has a set of great binds 
)
Once again, and I hate to repeat advice, GoTo is your friend. If you can remember the powers most used at certain ranges the GoTo command allows some reasonable tactical control of your pets since range seems to be the main decider.
Of course that doesn't stop pet stupidity such as using only ranged attacks while in melee (I think most of us have suffered from that at some point), but it's your best bet.
Friends are just enemies that haven't betrayed you yet.
Right, I fixed up a few binds to shift+mouse, works nicely... just makes the pets kinda' spammy, with a 'Going there' line immediately followed by an 'attacking that' line... 
well that's a mastermind;s game I'm afraid, click and die.
I've got a Necro/Dark Mastermind, and even though I love the concept, I'm constantly wishing I picked mercs instead... I mean, at the moment I've got 3 zombies and a Grave Knight. When I tell them to attack a target, here's what happens: The grave knight runs in to the maximum range of his longest Shadow Blast, and stays there. 2 of the zombies runs into vomit-range and stays there. And the last zombie runs into close combat. This makes it VERY hard to keep 'em all healed up with Twilight Grasp, and COMPLETELY impossible to keep them all within Supremacy-range.
Is there any way I can convince these brain-dead corpses to stick together?