There is only one Djinni in Imil, as far as I know, and it's Fever. To get it you have to move the snowman down onto the ice, then slip and slide until you get into the cave. Then press A on it. I don't think you have to fight it.

Also, in Mercury Lighthouse, there's a water djinni called Sleet. To get it there are some waterfalls you can go through. It's one of them, then they'll be some more to choose from in the next room. I think it's the one at the end. Save and heal your party before you enter, as it fights you and has a habit of running away. ^_^;