If my understanding is correct, Heroes do not engage, players do. Also, seeing how our three current enemies are all below each player's threat level, if both you and Rokapoke choose not to engage any enemies, they will engage us automatically.
The Forest Spider, having the highest threshold, would engage you. Then the King Spider would engage rokapoke. Finally, the Black Forest Bats would engage boogiepop. So, in effect, you don't really have the choice of engaging, it's going to happen anyway. You do have the option of engaging more than you would be assigned by default, though.
After the engagement, the three enemies attack each player who they're engaged with and that's where we have the option to block the attacks with characters (heroes and allies). Your sentinels also have the option to defend other players.
Finally, each player has the option to attack the enemies he's engaged with. This is when you can use your ranged ability to attack enemies engaged with other players.