Well dur. Everytime you defeat regular Zeromus you can unlock one of the side dungeons in the Lunar Ruins. Palom and Porom both have to defeat Zeromus for their respective dungeon to unlock. You then have to have those people in your party otherwise the Lunar Trials won't work. On average, it takes three goes through the Lunar Sub to get all the characters unlocked, and three times more again through Lunar Trials to complete all of the side quests.

I'm curious though, how did you get the Zermous_EG? I thought he was only "fightable" after all the trials were completed?