For everyone except Cecil and Rydia because their ultimate armors give Holy resist in addition to the big 3.
What is your preferred method for getting them?
I decided to go with the Lunar Subterrane room using Sirens (I stockpiled like 800 of them). I didn't need them all because I would reset after using a stack without getting Pink Tails. I started at a fairly late level, 70s I believe, and I was able to kill off the Flan Princesses simply by holding down the A button and attacking with a party of Cecil, Cid, Edge, Yang, and Kain. Eventually I ground all the way up to almost level 99 by the time I got enough pink tails for what I wanted. It was easy. I used a belt buckle to hold the A button down on my GBA SP during the battle, lifting it up and using another siren once the battle ended. The Princesses hardly ever were able to berserk or attack me.
As I recall (though it has been quite a long time), I only have 2-3. I preferred the Flan Floor in the Lunar Ruins, since you fight 8 there.
In the PSP version (it may have gotten a graphic overhaul, but it's still the GBA version), I have none. I didn't want to go into the random stat gains after level 70, so I managed to finish everything in the high 60's.
Go Phillies! Pokemon HeartGold FC: 4941-7651-2764. All standard rules apply (read: Species Clause, Sleep Clause, no Soul Dew [in OU] and OHKO moves banned)