I had Adapap as my Imp's name since release (Nov 2004) and became attached to it. I took the fel imp and still had Adapap until I zoned into a dungeon then suddenly he's gone and Fiz'tok was in his place. I want the ability to change his name without randomizing through a giant list back to his original name.
After talking to a GM this morning, there is no function they have nor anything in game like the hunter's have for changing the pet names. As of right now, hunters merely have to visit a friendly scribe to obtain a Certificate of Ownership to change the name. Warlocks can visit their trainer but must randomize the name. I fully understand the desire to keep demonized names so a compromise could be to allow picking from the list used to randomize the names.