No, I did some research though. Firespark said you only need Tier 1 pens right now and can tame all pets in Tier 1 pens.
You can find tiger cubs and rhino babies in the Savannah. You can find bear, hyena and saber tooth tiger cubs in the Midnight Grove. But to get to the Midnight Grove, you have to find the Werehyena near the Den and get a potion from him.
You can buy eggs for 10 gold coins. The merchants for the rock monster eggs is at the Den. There is another merchant there to get locust eggs from. There are also merchants at Bucaneer's Bay.
So I think we totally need to go to Midnight Grove. I can't play this Saturday. I might can play Sunday late afternoon. Otherwise, have to wait until next Saturday.