To add to 's suggestion on waiting to master the Red Mage, you can get them to level 4, then wait until mirage tower. You can also use the mover trick in the final dungeon.

@ the last savepoint, save, then reset. Fight the first battle & win. The second battle will be against a set of movers. Beat them (try using attacks like Bahamut or $Toss that will attack them all @ once). Then save, reset & repeat. 199 ABP per mover battle.

It's easier to use !Control to get the Sting Rays to use Mighty Guard, which is the most valuable Blue Magic.

Also, have everyone learn "Learning" as soon as possible. They all don't have to learn it @ the same time, but it makes it easier if they all know it. Also, if you know where the monsters w/ Blue magic are, you can equip learning or change class to a blue mage when in that area. Don't do like I used to & keep Learning equipped @ all times, as it takes away an ability slot & some of the fun of the game.