The following enemies have Phoenix Pinions to steal: Abadon, Amarant, Amdusias (Treno), Behemoth, Blazer Beetle, Catoblepas, Crawler, Fang, Gargoyle, Garuda, Gnoll, Hecteyes, Hedgehog Pie, Ladybug, Landworm, Malaris (Crystal), Mandragora, Nymph, Ochu, Ogre, Python, Shell Dragon, Soldier (I), Soldier (II), Stroper, Tonberry, Torama, Vepal (Green), Vepal (Red), Veteran, Wraith (Red), Zuu.

This is of course off the top of my head and not copypasted from DrSlice - Games - Final Fantasy IX - Items - Phoenix Pinion