that delay buster strategy is the only one I've used. It worked pretty well once I got the timing down. You are using three thieves?

As for the chocobo dungeon, that's one that is annoying me as well. Apparently you don't have to send them all to any specific area- maybe just send each to an area for which they are well-suited i.e: bold chocobos are well-suited to the calm lands.

However it isn't as simple as sending them out. you have to send them out at each level until they all reach level five, and then send them out and talk to clasko (sorry I can't be more specific, but there are other threads about this. Maybe check those out).