You know, Shining Diamond/Pearl was the first Pokémon remake I bounced off of, and did not complete. I am suddenly seized with a desire to make progress.
Hunting those shinies is
extremely doable with the blink RNG method. The only annoying part is digging up all the stupid mysterious shards for all the legendaries in Ramanas Park. That can take hours. Protip: keep your Diglett counter high, that does apparently increase the odds of rare items. Also you can't dig up mysterious shards until Ramanas Park is unlocked (which requires unlocking the National Dex).
Cresselia and Regigigas were the hardest shinies. For those, you're going to want to set a good amount of time aside, and just tweak and tweak until you get lucky and the shiny appears. The reason is because of how you encounter them - Regigigas has that ice sliding puzzle to even get in front of it, and the amount of time it takes (even though it's only like 15 seconds) screws up the advances/timing of pressing A, so you have to recalculate in front of it, and since both your player character and the Pokemon itself blink (even though Regigigas doesn't have a blink animation, it still happens - you'll have to take my word for it lol) and thus advance the RNG faster, it's harder to hit your target. Cresselia is similar, plus the added annoyance of not being able to check and see if you hit your target until you find it again, because it's a roamer. My advice for them is to reidentify your position and get as close as you can to your target advance (ideally within like 20 advances, which isn't many), before dropping the text box and starting the encounter.
Especially for Cresselia, who I saved for last because it was so difficult.
EDIT: Oh, and protip for Azelf and Mesprit (Uxie is positioned dead center in its cave, so you just hold up and you'll encounter it perfectly every time) - walking in the puddles in their caves advances the RNG, and since they're not dead center, you have to walk to talk to them and start the encounter, and if you don't do it the same every time, your advances will be all over the place. My advice for them is to use the dpad and walk the
same exact way every time to start their encounters, and adjust your timing accordingly, so you eliminate the stupid puddles being a problem. It took me four hours of tries to get Azelf before I realized this, and then I got it within a handful of tries once I started using the dpad in the cave to walk in straight lines every time.
DOUBLE EDIT: I just realized I put Lugia in there twice lmao. I do not have two shiny Lugias. Here's Latias, who should be there in place of one of them instead: