Ah dammit, I thought Wiki said you could do this without 4 lanterns.... I just checked and it looks like I was thinking of another mission further on. Grrr.
EDIT:
http://wiki.ffxiclopedia.org/ZM4
"You can actually light all the lanterns with fewer than four Unlit Lanterns; you just need to make multiple trips between the Altar and the stone lanterns."
I am thinking it is faster than shouting all day in WH/Jeuno for help...