When done by a professional film crew, the focus pulling is done by manually turning the focus ring. Manual focus is possible with Micro Four Thirds cameras as well, of course, but there are a couple of reasons why it might be hard to do this during video recording:
Most Micro Four Thirds lenses don't have a focus distance scale. This, combined with the "focus by wire" system, can make focusing manually between two focus points a bit tricky. If there was a focus distance scale, you could have memorized in advance where on the scale you would find the different scene elements, for more easy focusing.
Second, when using the LCD display, it can be difficult to judge exactly what is in focus anyway. Take the Panasonic GH3, as an example. The LCD display has 614k dots, which doesn't sound bad. However, since it counts each red/green/blue pixel as one, this corresponds to a resolution of 640x480 pixels. And in 16:9 video aspect ratio, you only see 640x360 pixels. Since you are recording video at 1080p resolution, this means that you only see one third of the vertical resolution in the viewfinder, not enough to evaluate the focus correctness.
There are some techniques to aid the manual focus. Some cameras implement "focus peaking" to highlight areas that are in focus. So far, only the newest Micro Four Thirds cameras support this, e.g., Panasonic G6 and Olympus E-P5. See the method demonstrated with the Sony NEX-3N here.
Another way to achieve the same goal, though, is to use the touch LCD display during video recording, and simply point to what you want in focus. In this video, I demonstrate this with the Panasonic GH3 when using the basic Lumix G 14-42mm f/3.5-5.6 kit zoom lens, and one 10mm macro ring. Using the 10mm macro ring changes the focus working distance to only the range 3.5cm to 8cm, approximately, at 42mm focal length. The setup looks like this:
Here is a demonstration video showing how I can use the touch focus to change between three different focus points:
Here is another example, where I don't use macro magnification. I used the Olympus 45mm f/1.8 portrait lens on the Panasonic GH3:
Using this technique is probably easier for amateurs who do not have a lot of experience with manually focusing a lens, myself included here. The downside is that it is often necessary to have a tripod, to keep the camera steady enough. But you could try it when casually recording a video without a tripod as well.
What camera to use?
All Micro Four Thirds cameras support autofocus during video, with the exception of some of the very first models. To use this method, though, you also need a camera with a touch screen. Personally, I also think it is necessary to have an articulated, tiltable LCD screen. Without it, you may need to hold the camera out in front of your face, which will make it hard to get the video done well.
Generally, newer Micro Four Thirds camera handle autofocus during video recording better. This is probably due to better and faster image processing capabilities. For example, my experiment shows that the GH3 significantly outperforms the GH2 in this respect.
To use this technique, I would recommend a camera like the Panasonic G5, G6, GF6, beyond the GH3 that I used here.
What lens to use?
In the first example above, I used the Lumix G 14-42mm f/3.5-5.6 kit zoom lens. When used with the 10mm macro ring, the depth of focus (DoF) becomes very thin, and you can effectively blur the background. This is because the focus distance is very short. However, when using the lens without any macro extension rings, the DoF is quite generous. Hence, this lens is not very good for selective focus. You need a lens with a larger aperture, i.e., a smaller f-number.
One lens which is very good is the Lumix X 12-35mm f/2.8. Since it has a large f/2.8 aperture, it gives you quite good selective focus possibilities, especially in the long end of the zoom range. The bigger brother, the Lumix X 35-100mm f/2.8 is also a good choice. However, these lenses are very expensive.
The Lumix G 20mm f/1.7 is a very good lens with a large aperture. However, since the autofocus is slow and noisy, it is not a good choice for this application. Panasonic has released a new version of the lens, however, it only updates the exterior appearance, while the focus mechanism is exactly the same as the old lens. In (roughly) the same focal length, though, you find the Sigma 19mm f/2.8. I have demonstrated that it focuses much faster during video recording.
Other good choices are the Olympus 45mm f/1.8 and Olympus 17mm f/1.8. Since you generally get more DoF with a wider lens, the 45mm lens is probably the most useful in this respect, out of the two. The Olympus 75mm f/1.8 gives you a very selective focus at f/1.8. However, due to the long focal length, you must use a tripod for recording videos, and this is a very expensive lens.
The Lumix-Leica 25mm f/1.4 is currently the fastest autofocus capable Micro Four Thirds lens. As it also has a fast and silent autofocus, it is a good choice for focus pulling.
Some enthusiasts have been negative to the touch screens, thinking that it is easier to have the functionality available through normal buttoms and wheels on the camera. However, the touch screen AF capability adds more creative possibilities. You can use it to do focus pulling, to make your videos more lively.
To get the most from this method, be sure to practice a bit before trying it "live". You could also experiment with the AF areas. Some times, smaller boxes than the ones I used above makes it easier to use this system.
While focusing manually without a focus scale and with a relatively low resolution screen is hard, anyone can focus by using a touch screen. This makes the feature available to a bigger audience.
If you want to try focusing manually with a proper focus scale, you could go for one of the manual large aperture prime lenses, like the Cosina Noktor 25mm f/0.95 or SLR Magic 50mm f/.095.