You can change your sub-weapon without going into menu. During a battle or outside a battle, tap L1 to change back and fourth on your selected sub-weapon and grab. If you want to use another sub-weapon, hold L1 and choose it. Note: Note the game will pause when L1 is held, allowing you enough time to switch sub-weapons.

Using Jehuty's Burst attack efficiently
For multiple aiming of Jehuty's Burst, hold R2 + Left or Right to dash. While dashing, hold Square to aim in all directions to get your target locked on. Release Square, then fire. Note: The Burst attack is effective when destroying a swarm of Wisps or small projectile attacks.