I figured out a way to “easily” get them in single-player.

Recommended prerequisites (Not so easy):

  • Reach level 44, for Legendary sphere’s
  • Upgrade your Capture Power to level 10 at the statue of power with Lifmunk Effigy’s

Cheese method for Alpha Frostallion:

  • Install one of following mods:

    They both will show you the passive skills a pal has,
    allowing you to check em out before catching the pals,
    so you don’t waste sphere’s

  • Travel to Frostallion,
    check his passive skills without battling,
    if they’re not as desired, exit / re-enter your world,
    that will re-spawn / re-roll in a new one with new passive skills, repeat till you find a desired one.

  • Start battling as soon as you find a desired one,
    took me 20-30 minutes for mine.

  • There will be a large / tall ice rock in the area
    (Coordinates X: -349, Y: 519),
    just start circling around it,
    always keep the large / tall ice rock between you and Frostallion

  • Eventually he’ll climb up the ice rock,
    and will fall down from it eventually as well,
    which will hurt him through fall damage for about 300 - 3000 HP!

  • Rinse and repeat until his HP is low,
    then start throwing your legendary sphere’s 😄