Throughout the game you will be given chances to take down big daddies and take their little sisters. You will need to press SQUARE to ADOPT the little sister. DO NOT harvest her.
You will then be able to take her around on your shoulders and you’ll come across dead bodies on the ground glowing white, (if you can’t find them hold down square and your little sister will show a trail to find them). You can do a total of 2 gathers per little sister and there’s usually about 2-3 little sisters per level.
If you adopt every little sister and do both gathers on them you will receive this trophy around the middle of Dionysus Park. Trophy unlocked.
Then harvest her all you like since this gathers can be pesky. Although I suggest you don’t if you’re going for the trophy for saving every little sister.