Well, just in case you would need it in futher battles, the Item that teaches GFs Auto-Shell is Moon Curtain.

Anyways... congratulations on beating Adel! This is so totally awesome!

As for Sphinxaur... well, the battle is all about holding down the X button to perform Normal Attacks over and over again. So I guess the best thing to do is boosting your Attack power somehow. The only way to do this, though, is to junction Str+60% and get the ultimate weapons for everyone in your party. Auto-Haste is probably good to have equiped, too. If Gilgamesh appears and does Excalibur or Massamune, then that will probably help a lot, too. Also, it's impossible to protect yourself against Doom.