Dodging lightning bolts was certainly annoying, but wouldn't you say that the butterfly catching and the chocobo race were much harder? I had the timing wrong on the butterfly catching, that one took me SOO long.

All I do is stand near the beginning of the second screen in the thunder plains, and there is a spot where lightning comes down like crazy. Sometimes I lose my concentration and start missing even though I thought it was 'easy'. Once I got used to it it went by really easily. It definitely helps that you can PAUSE after a lightning bolt and take a little break to regain some consciousness.