Diamond Dust

Although it may seemed to have first appeared in Kingdom Hearts: Chain of Memories, it really first appeared in Kingdom Hearts Final Mix (which is only in japan). Its unknown to me on how to get in Kingdom Hearts Final Mix (since you can get it in Kingdom Hearts Chain of Memories by searching in Castle Oblivion later in the game), my guess is that you must defeat The Ice Titan at the Olympus Coliseum's Gold Match. This Icy foe will give you a hard time, be sure to equip Ice resistant items.