I have my Prinplup behind me, but I can’t figure out how to get my shiny Roselia behind me :(
So, once the Ability to walk with Pokémon is obtained in Amity Square, it is a simple method to switch your Pokémon.
1. Go to the menu and select Pokémon.
2. Select the Pokemon you want to walk with you and select "Walk together".
That Pokémon will then have a star next to its name. To have no Pokémon walk with you, select the Pokémon that is currently walking with you and click, "Return to Ball".
Source: https://game8.co/games/Pokemon-Brilliant-Diamond-Shining-Pearl/archives/340317#:~:text=You unlock the feature to have your lead,the bicycle. How to Interact with Walking Pokemon