Do you mean ptgmy monitors in general or pygmy mulga monitors?
I have some pygmy mulga monitors and they are awesome. They eat insects, spiders and chopped up vertebrates. The are suprisingly brave considering their size(mine are juvies) but they generally dont like being handled. Although they can become used to handling.
A 4' tank should be big enough for 2-3 adults but i plan on keeping mine in a larger enclosure when the get bigger. They need a very hot basking site preferably well over 50c and plenty of hides.