"You got the Alchemy Stone! Check it out on the Collection screen! The golden gleam of this stone entrances all who behold it!"
They are extremely rare, with only three guaranteed stones in the entire game — one is found at Snowdrift Station by completing a puzzle, one at Slippery Station by beating the Champion Course minigame, and one at Disorientation Station by completing the puzzling cave. Getting these treasures requires Force Gem 10, 12, and 15, respectively.
Alchemy Stones can also be won as first prize on Prize Postcards.