The best method I've found so far for dealing with these bastards is (1) make sure you're fighting them in the right place so that any other Winter Lanterns in the area won't notice you because obviously then you're screwed, and (2) use the non-transformed Holy Moonlight Sword's R2 attack--not a full charge attack, though. This hitlocks them easily, and can be used in quick repetition unlike with other strength weapons. (In fact, I'm pretty sure HMS's strong attacks move faster than its standard R1 attacks.) They should go down in roughly 3-5 hits, after which of course you'll want to chug your sedatives.
Side note: this page fails to mention that their gaze causes damage even prior to the frenzy buildup. If you stand in their sight long enough, sedatives will eventually become useless as your HP will begin to corrode RIDICULOUSLY fast--I'm talking a steady decrease in 1000 HP per second that only accelerates the longer those spears of blood continue to erupt from your body. I'm not sure if this happens with all of the Lanterns or just a select few, but it basically necessitates that you kill them within 20 seconds of them spotting you.
AND I'M PRETTY CONVINCED THEY CAN PARTIALLY SEE THROUGH WALLS. No matter where I hide on the bridge of Mensis, they always seem to stop and stare through the wall for long periods of time, until they suddenly just break out in a mad dash to circumvent the barrier. I don't have to move a muscle and this will still trigger this behavior. SO BASICALLY ***** THEM