Good luck, buddy. You'll be fighting a good 40 or 50 of them before you manage to score yourself a Dragon Lance. Unless there's some trick to it, I managed to tear through probably 30 of them and never saw a single lance.
Oh, and as far as I know, the Dragon Lances are a drop item, not a steal item. I could be wrong, but I recall the only way to score one being at the end of each battle.
You're trying to grab eight of them so you can kick Shinryu's ass, right? Have fun.