Assuming you've already gone out of your way to get all Shards that can normally be found in Platinum, your best bet for farming an absurd amount of any shard is by completely disregarding the underground and instead saving in front of the cave on Iron Islands, setting your time on the DS clock to 23:59, waiting for the time to roll over to 0:00, cycling through the cavern to collect all the Star Pieces, then exiting out the cave, rinse and repeat. You may then trade one Star Piece each with Mr. Fuego for one of each color of Shard. If you're unaware, Mr. Fuego is located at the center of the maze he created in the Fuego Ironworks.
Directly quoting Bulbapedia's page on Iron Island, the daily Star Pieces are located at...
B1F 2, to the right of the three barrels northwest of Picnicker Summer
B2F 1, in eastern half of pit southeast of Worker Braden
B2F 2, on the raised platform south of Worker Brendon and Worker Quentin
B2F 2, on small rock right of Ace Trainer Jonah and Ace Trainer Brenda
Even if you're not interested in messing with your DS's clock, going after these Star Pieces will still net you with 4 of each color Shard when speaking with Mr. Fuego. Additionally, if you still have trouble finding or undergoing the process detailed earlier, this video should lead you through on how to pull it off. Do note to stock up on some Repels to avoid wild encounters, as well as that each Star Piece has a chance of respawning daily, as opposed to being guaranteed to.
Another method that can also be abused by the DS clock is a Shard Giver, who gives one of any colored Shard at the entrance of Pastoria's Great Marsh. You can also soft reset prior to saving to change the Shard he gives to you, if you'd rather one specific color over the rest.
If you're not willing to abuse your DS's clock and you need even more colored Shards, there are two repeatable methods:
One of them is simply going out of your way to go mining Underground. Each colored shard is Uncommon, and the Star Pieces are Very Rare and Rare (Before and after receiving the National Dex), so it'll take a while to get certain Shards in particular. I'd recommend placing a comical amount of spheres to attract more treasure in the walls, otherwise, there's not much else to do to farm them.
Another method is by stealing Star Pieces from Staryu at either Sunyshore City or Canalave City with Thief, Covet, or a similar move, though this requires the Super Rod, an item obtained in the postgame. I'd recommend using a fainted Pokémon with Compound Eyes in the lead slot to raise the chance of Staryu holding a Star Piece from 5% to 20%, as well as to use a Pokémon with Frisk to check and see if Staryu is holding an item without using Thief. My go-to choices are usually Nincada and Banette thanks to their availability and the levels they're caught at, but it's up to you on who you roll with.
