Hey mate,
Aggro with the voidwalker is tricky and game in itself. It took me some time to learn how to work with it. Now, I've had no problems with my voidwalker holding aggro. I often fight 3 - 4 mobs at a time and have literally no problems. Sometimes a work around is the answer, although I'm not sure there is an actual bug with voidwalker aggro.
Try this rotation, it always works for me (I'm affliction btw with no talent points spent on the improved voidwalker talent):
1.) Send your voidwalker out first to collect mobs (I usually nab 3).
2.) Immediately cast siphon life on the mob the voidwalker is facing and attacking then choose one other to cast siphon life on. Leave the third alone to attack the voidwalker.
3.) So at this point, you have 3 mobs. One mob is being taunted by voidwalker and has siphon life, the second is aggro'd to the voidwalker without any dots and the third is aggro'd to the voidwalker with siphon life. At this point, the third mob will switch aggro to you. This is fine.
4.) Fear that mob. Fear is easily controllable. A mob will always fear into a cone in front of the caster, so strategize your fear placement so the mob doesn't pick up more mobs.
5.) After it's feared, unleash all of you dots. Life tap, fear again if you need, drain life. Once it's dead, the other two will still be attacking your voidwalker. Then, target the mob that doesn't have siphon life on it, the second mob. Repeat step 4, unleash dots, life tap, drain life.
6.) Then finish off the third mob that's being taunted by your voidwalker.
After this fight it finished, I always end up back to full health and mana. Plus, if you mess up your drain life, life tap you have an SS you can use to rez from and get back most of your health and mana back anyway. And if things get really hairy, voidwalker sac works like magic.
Using your wand + corruption, as many as said in this thread, will always pull aggro because the damage is greater than the taunt of the voidwalker. Warlocks are perfect survivalists (we have an SS, voidwalker sacrifice, life tap, drain life, drain mana) so you must play it as one and use all of your resources in strategic ways. If you're just sitting there with your voidwalker and attacking one mob at a time with corruption + wand and that's all you're doing, you're not playing the class to it's fullest potential and PvE'ing incorrectly.
At least in my opinion!
I hope this helps you out. If you have any questions lmk