When hunting Cephalos or Cephadrome, make sure to have Sonic Bombs. Time your throw correctly, so that the bomb explodes on top of the monster. Since they are in the sand, they will be thrown out and momentarily stunned, giving you time to hit it. Also, Small Barrel-Bombs work as well, but they must explode just when the monster is under them. Another thing that works is hitting them with a great sword.