You can configure this in the following node (I havent checked the fields on which you can sort, though)
Logistics Execution -> Warehouse Management -> Transfers -> Processing Performance Data / TO Split -> Define Profiles
and select Sort profile for TO splitting
Assign your sort profile in the node "Control for Performance Data Processing / Define TO Split"
Check the documentation of the nodes for details.
If you are using the standard print program for printing your Pick list then you can control this using the configuration in OMLV.
Define a profile for sorting during TO Print processing. Select VLPLA as your first criteria and assign the sort prifile to your warehouse number.
If you are not using the standard print program then you can very well control this in the custom program you have developed.
The above changes will only affect the printing process, no need to sort the TO on article.