There's a trick you can do, and I think it only works on the SNES Final Fantasy III. You go to the Veldt with Relm and Gau in your party, have Gau "Leap" and when he returns, quickly have Relm "Sketch" him before he begins talking.
I've done it and gotten a few different results. The game has frozen many times. One time, I got 117 Illuminas. Another time, I got 14 Muscle Belts. I've also gotten Gem Boxes, Ragnaroks, and many other GREAT pieces of equipment. And once, the screen went all funny colors and erased all of my save files, which sucked.
I think if you do it on Playstation, Gau will just run away and then come back at a later fight. I don't remember for sure.
Off topic, but you know how when Gau uses "Leap", he learns the enemies that were there when he leaped and the ones that are there when he returns? Well, if you scare him away, does he still learn the ones that were there when you scared him away? And then he learns more when he comes back and you don't scare him away? Or does scaring him make him not learn them?