Starting in the second Palace, you'll be introduced to Treasure Demons by Mona. These Shadows hide in destructible loot throughout the Palaces (and in Mementos as rare sightings) and reward you immensely for destroying them. You may also attempt to recruit it into your team. For this trophy, there is a bit of a catch to trigger it:
Defeat and recruit a Treasure Demon into your roster without it needing to replace another. There is a bit of a bug where the trophy won't recognize it getting in your team unless there is an empty slot for it to slide into. Be mindful of this upon your first introduction to them and you may well be able to get this trophy soon thereafter.