1) "...switch them to aggressive"
2) "...change their power to whatever buff they use"
Dude, I've even got the official strategy guide and don't know what you're talking about. Please enlighten me. :-)
I don't remember anything specific about how I beat Pyro, but one general tactic I found that helped:
For all your AI teammates, switch them to Aggresive and change their power to whatever buff they use (i.e. On Iceman ice armor, Cyclops tactics, etc.) that way, they will always help to attack your main target, and then if you hit the left trigger for help, they will all activate their buff power. I find that usually increases my teams performance by quite a bit.
You might also try leveling up Rogue as she is a strong melee fighter and can take quite a bit of punishment.