To unlock new orbs you often have to put items of a specific category in the pouch. Some other time you have to put the blade's favorite item.
I did notice that at some point in a cinematic near chapter 2 or 3 while in an inn you can see Pyra having a cup of tea and saying that she enjoys it a lot or something like that which made me think that tea would be her favorite item.
Other than that I didn't see any hints for the other blades (I might have missed it). But still for blades you don't see in cinematics aside from trying everything single category and then every single item of that category I don't see how you can achieve that.
So is there any way to know which specific item (or even category for that matter) is their favorite ?