In the last few years, over 43 millisecond radio pulsars have been discovered by targeted searches of unidentified gamma-ray sources found by the Fermi Gamma-Ray Space Telescope. A large fraction of these millisecond pulsars are in compact binaries with low-mass companions. These systems often show eclipses of the pulsar signal and are commonly known as black widows and redbacks because the pulsar is gradually destroying its companion. In this paper, we report on the optical discovery of four strongly irradiated millisecond pulsar companions. All four sources show modulations of their color and luminosity at the known orbital periods from radio timing. Light curve modelling of our exploratory data shows that the equilibrium temperature reached on the companions dayside with respect to their nightside is consistent with about 10-30% of the available spin-down energy from the pulsar being reprocessed to increase the companions dayside temperature. This value compares well with the range observed in other irradiated pulsar binaries and offers insights about the energetics of the pulsar wind and the production of gamma-ray emission. In addition, this provides a simple way of estimating the brightness of irradiated pulsar companions given the pulsar spin-down luminosity. Our analysis also suggests that two of the four new irradiated pulsar companions are only partially filling their Roche lobe. Some of these sources are relatively bright and represent good targets for spectroscopic follow-up. These measurements could enable, among other things, mass determination of the neutron stars in these systems.