(Technically strength is also a good gem for dps but who cares, if shit gets fucky just get a level )

(also to expand on shulk and agility - "double attack" gems is a legit way to make him a steady dps character but that requires accuracy, governed by agility. More importantly, agility governs dodge chance and if Shulk gets aggro due to back slash/monado buster/heal/double attack, he needs some)

Iirc you can just go talk to the same NPC adter gast travelling to colony 9 to make some, otherwise progressing a bit the dreaded colony 6 rebuild is part of a quest to have your own personal furnace. I don't remember the details tho.