For the Lightning dodger,just find a clear and open spot on the map,equip a no encounters ability armor,pay attention to the timing of the prceding flashes,get into a zen-like trance,and make sure your bladder's empty.
Butterfly Catcher was super hard until I realized the movement of the butterflies on screen never really mattered,just utilized trial and error tactics and keep track of the right path on the map,it shouldn't take more that a few tries.
The chocobe race is just about practice and patience,you'll eventually find your zen if your don't let consecutive failures compel you to snap your controller in half-sies.(Whoopsie-Dasisies!!)
I'm always compelled to fully complete any Final Fantasy game I start so completng these side quests was a major no-brainer.