This is for those of us who can't get an all MKS map and/or don't want to play the grotto lotto indefinitely trying to get one.
If you're familiar with farming Liquid Metal Slimes in Bowhole B3, this works pretty much exactly the same way.
You'll need a ruins grotto with a north/south hallway that is at least 3 units long and deadends to the north. This isn't a rare formation so it shouldn't be too hard to find a ruins map that has it and PKJ once you're high enough level to get PKJ grottoes.
Your party waits at A, with vanish activated. You can run in place in this corner to recharge MP/HP if you're wearing gear that provides either of those features(goddess rings, happy hats, victorious armor, etc.)
Mobs drop in at position 1, 4-5 seconds later it will move to 2, etc. Since the mobs can only move south they always move south, which means you'll get a new spawn at position 1 every 5 seconds or so.
Just wait at A until a PKJ spawns, then follow the attack route to attack it from behind (better chance for initiative).
This sort of spot is even easier than bowhole because PKJs do not move on their own. If you look away from the DS for one reason or another and a PKJ spawns it will still be there when you come back.
You only need vanish if you want to run in place to recharge mp/hp and to make sure the PKJ doesn't see you coming and run away.
I equip all 4 party members with spears and their best agility gear and use thunder thrust to kill the PKJs. Sometimes the PKJ will spawn with AU-1000s or Void Droids. If you have low level characters in your party they will have a hard time hitting/doing damage to either of those. You can keep using thunder thrust to kill them or switch to stuff like Wolf Whistle, Solar Flair, Disco Stew, etc., which still do ok damage even on lower level characters.
This probably works in other types of grottoes for other types of mobs. The only thing that breaks it for sure is a mob type that doesn't move at all, except in this case where it is the mob you want in the first place. An example would be farming MKS in a water grotto or MKS in a fire grotto. In water a minstrel maoi will spawn and not move, breaking the sequence, in fire it would be a barrierearthenthingamabob, name of which I can't quite recall.
