Heh, I had the same problem: Tonberries were by far the very last thing I ever successfully finished capturing.

Skimming GameFAQs I found this in the Monster Arena guide:
Arcaneja and others on the GameFAQs FFX board have reported that the Tonberry
rate was highest in the "green" room to the right of the first 4-way
intersection
Wish I'd known that >=(