Key Spheres from Defender Z?

I am playing Final Fantasy X and I have gotten as far as the ruins at Zanarkand. I have not come across any level three key spheres as yet and it is causing me major difficulties. I am having to leave Lulu where she is until such times as I get some because she’ll miss out on essential abilities.

I have read an awful lot on online about where and how to get these spheres and one thing is to get them from Defender Z. When it says Defender Z ‘drops’ these spheres what exactly does it mean? I have fought quite a few of these enemies and as yet I have not got any spheres. Is there a distil that I can use like I do with mana, ability etc?

How exactly do I get level 3 spheres from Defender Z?