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.

Augment:
Give Piercing Magic to Rydia.