The easiest way (e.g. for LaCl3) is the dehydration by heat in N2-HCl stream in order to avoid of LaOCl formation. Without HCl really LaOCl is formed, but in the presence of HCl not. . The exact process is given in "Brauer: Handbuch der Preparativen Anorganische Chemie, p. 846-847). The other ways are: reaction of NH4Cl and LnCl3.xH2O and reaction of La2O3 with NH4Cl, or La2O3 reaction with Cl2-S2Cl2 mixt.
If you want to do any of these you can find them in the book mentioned, if you cannot get it, do not hesitate to contact with me I will send you the pdf of the pages.