There are plenty good places to look. It took me about 4days to farm up all the pets. There are a couple of videos out of where to farm so all the credit to those guys who did it. I used "Drahque"s guide specifically.
Weeping Hollow around the spawning point.
Southern highlands / Cave of the moon clan lvl 1+2
Northern highlands / Leoric's grounds.
Royal crypts (I found most of my menagerist goblins in here FYI)
Leoric's passage
Tower of the damned
Tower of the cursed
Run those then reset, seems to be best way of getting what you want. I found about 8 Rainbow goblins during the runs as well, but unfortunately no cosmic wings.
P.S: In my runs I seem to get no menagerist gobs in the tower maps, so I ended up just doing the Act I rotation.
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I never had any spawn in the towers either. I did have several spawn in Garden of Hope T1 area. My friend who was also farming for falcon wings at the time also had several spawns as well.
ETA: Sorry for the multi-post replies. I was posting my phone and didn't realize until after that my replies weren't going directly underneath the question. *derp*