http://ffxi.somepage.com/bcnm/13 http://ffxi.allakhazam.com/db/quests.html?fquest=504 http://mysterytour.web.infoseek.co.j...m/01SkyOrb.htm
Research ftw. All the dhalmels are immune to lullaby, so horde lullaby is out of the question. Sleep will land, but not 100%, and you have no access to Sleepga at that level. Dhalmel are weak to wind and bind and gravity work. Based on that I'd suggest a pair of rdm to ES+Sleep two wives and bind+grav kite the other two. That buys you some time against 4/5 wives.
For the other two ... Dhalmels hit hard but attack slowly, so a blink tank is probably your best bet. You can get utsusemi from sub at that point so you have just a little flexibility. Just remember that dhalmels have a Silence tp move, so keep Echo Drops on you. They also have an AoE heal move, so you should definately fight them one at a time to avoid multiplying the benefit from that.
So we've got two nin or /nin to tank Nenaunir and his 5th wife and two rdms for sleeping/kiting the other four wives. Fill in the other two slots for whatever you think you need. A blm or 3rd rdm to help keep the wives under control seems prudent—with just two mages the likelyhood is high that something will get resisted or a beat will get missed and everything will fall apart. A blm could help alleviate that and throw more damage on the target. Seems like a whm wouldn't necessarily be much help in this situation, so the 6th slot should probably go to a good DD.
Remember that mobs slowly build resistance to Sleep, Bind and Gravity so it might be a good idea to have your rdms Sleep the dhalmel they were kiting when the first two wake up and switch to kiting them to minimize that effect.
Hope this strategy works for you, since I pretty much just came up with it looking at those links.

Let us know how you do and what strategy you go with. There doesn't seem to be a lot of good information just floating around about this BCNM.
Edit: Oh! Noticed something rereading this. AoE heal + Sleep = bad for you. Ask the mandies in Yuhtunga that are fighting blue mages now. Fight whichever dhalmel is active far away from the sleeping dhalmels or it will wake them up with Healing Breeze.