Your best option among the extremely limited pool is to equip a piece of armor with Master Thief on it, and then steal from one of these enemies:
Barbatos Coeurlregina One-Eye
Each of these fiends has a single Blessed Gem as their rare steal. Barbatos can be found in the Final Dungeon. Coeurlregina is unlocked at the Monster Arena after capturing one of each fiend on Mushroom Rock Road. There are seven fiends in total:
Raptor Gandarewa Thunder Flan Red Element Lamashtu Funguar Garuda
One-Eye is unlocked after capturing four of every Eye-type enemy in Spira:
Floating Eye on the Mi’ihen Highroad Buer on the Thunder Plains Evil Eye in the Macalania area Ahriman on Mt. Gagazet Floating Death in the Omega Ruins
Alternative Farming Methods
You can also get x3 Blessed Gems by defeating Cactuar King at the Monster Arena. But it’s a very tedious and unpredictable fight. So farming Blessed Gems this way might be a lot more trouble than it’s worth. But if you’re curious then give it a shot! Cactuar King will be unlocked after capturing one of every fiend from the Thunder Plains. These fiends are as follows:
Melusine Aerouge Buer Gold Element Kusiraqqu Larva Iron Giant Quactuar
Note: there are no other viable methods to farm these gems in FFX. So between the choices, stealing is likely the simplest way to go unless you’re overpowered enough to take out the Cactuar King quickly.
What Are Blessed Gems Used For?
When you throw one of these gems at an enemy with the “Use” command, a Blessed Gem will deal medium holy-elemental damage. But if that doesn’t do it for you, then you can also use these gems to customize Defense +20% and Magic Defense +20% onto armor. Aeons can even use Blessed Gems to learn the Holy spell.
Defense +20% and Magic Defense +20% both require x4 Blessed Gems each to customize (x8 gems if you want both abilities) Holy (Aeon) requires a whopping x60 Blessed Gems to learn
Rikku can even add some Blessed bling to her mixes with these gems and create some fairly interesting (and useful) results. A few examples include: Trio of 9999 (Door to Tomorrow + Blessed Gem): All party member’s attacks will deal 9999 for the duration of battle. Megalixir (Al Bhed Potion + Blessed Gem): Fully restores the party’s HP and MP. Mega Vitality (Stamina Tonic + Blessed Gem): Doubles the party’s maximum HP for the duration of battle.
Are Blessed Gems Worth Farming?
I don’t think so. They’re really annoying to get, especially without the help of Master Thief. And if/when you get powerful enough to defeat Cactuar King within two turns, you probably won’t need the Gems anymore. They’re nice to have a few of, maybe, but the abilities you can customize with them aren’t too hot. And they just aren’t that great of an item outside armor customization. Maybe just say a prayer and move on.