Making a caretaker would be suboptimal because that much early buildpower is mostly wasted. Probably they spend most of their early resources assisting with their commander to make it.
If you need to counter several of them, I would recommend riot units. Warriors tear them up, especially considering that 1 warrior costs the same as 1 pyro.
Also llt do great against pyro considering that llt only cost 90 and pyro costs 220. Use llt in combination with your riot units.
Of course, don't underestimate the defensive capabilities of your commander and never, never forget to put up radar to see that attacks incoming.