Althrough 口袋怪獸 (sometimes 口袋妖怪) is the best translation referring to pokemon,
but its extremely difficult to speak it out fast in Cantonese,
( 口袋怪獸 Hau2-Doi2-Gwai3-Sau3 , 口袋妖怪 Hau2-Doi2-Yiu2-Gwai3 )
Same situation in 神奇寶貝 ( Sun4-Kei4-Bou2-Bui3 )
寵物小精靈 one seems to be better LOL...