So I have my two party pets, Totenmaske and Minschocolade (Maske and Min, if you will)
And they are level 32 and 31 I believe....

I'm stuck in the enigimatic grotto, up against 3 undead knights, two with 3 stars, and 1 with 4. (all level 29-30) I've been stuck almost all event long, because they're just too strong, and it's impossible to continue. So I had to let my pets die (again) and then go to an easier area...

What should I do? Do I just have to level them up somewhere else? Or what?

Their equipment is the strongest I could get, and I think it's pretty good.... D:

the best advice, and it is meant for everyone, is to get all 3 party slots open. And to make sure your pets are at a much higher level than the main stream quests before going on. For me I had to get my pets into the 30's just to fight the bosses in the first dungeon. Which meant I took breaks from the mainstream and let my fighting pets just do missions for a while.
I highly recommend it.
There is nothing wrong with taking time to get around to the mainstream. Once you get them high enough you can usually blaze through there and most of the other quests with minimal returns for healing or potions. I think mine were already in their 40's by the time I went through most of the umbra section. And I took breaks during other points as well so that they were about 50 in the Forgotten Tomb and probably about 55 in Aryth's tower.
Yes I have died before against bosses, though rarely anything else. But it is likely because my party favors heavily on damage side. All of my fighting team are pretty much what have been called 'glass cannons'. Which I really like. It means bosses can take a few tries, but most of the time I can breeze through enemies and require few potions (at least now). And I really like to see that my pets do damage. The meat shields do very little, and they still seem to get large chunks taken out of their hp regularly, plus they are a pain to give potions to, because they have so much hp most of the potions appear to have very little effect on the hp percent.

The pets will not get very much from the mainstream, but you will survive much more often.

Do missions to level pets usually. Your pets don't really get extreme amount of exp in the first place from fighting, though it is higher if your pets are below the enemies level, when they get above it the exp starts to decrease. The average exp amount from an enemy is probably something like within 5 levels above and below an enemies level. If an enemy is about 10 levels below or more it is not uncommon to get just 1 exp from fighting with them, making most field battles pointless. Though I wouldn't exactly quote me on this, it is rough observation. The range for getting just one exp is probably starting at 15 or 20 levels below the pets level. But fighting enemies 10 levels below your pets really isn't effective. Fight during events when the enemies are made to be within about 5 levels of your pets, and do plenty of missions. It may take a lot longer to finish getting through the area but that is no problem. There is nothing beyond umbra until they release the next area. Which may be a while longer.

Sorry I rambled x.x

Ah, thank you very much! I'm glad that you rambled! I got a lot of information!