The only fiends you can get the feathers from are Qactuars on the Thunder Plains, Cactuars on Bikanel, and Fenrir in the Monster Arena (capture three of each wolf). You'll also get 99 Feathers for unlocking Fenrir.

Activate four Qactuar stones to increase the amount you run into per battle. And remember, you're doing a challenge; it's not supposed to be easy.