You should've already talked to 3 Eidolons at Kokkol, Sylph Cave, and Lair of the Father if you follow this guide. After talking to all 8 Eidolons, go back to The Feymarch then talk to the same guy you who asked you to look for his friends. He'll thank you and give Piercing Magic.

1. Here is a list of the locations:
2. Kokkol's Forge's entrance
3. Sylph Cave - in the house B3
4. Dwarven Castle - Pub
5. Kaipo - north Inn
6. Mount Ordeals - next to the save point
7. Chocobo Forest - north Troia
8. Hummingway Abode
9. Lair of the Father - B3 near Bahamut
   
   Augment:
   Give Piercing Magic to Rydia.