Since Lanzo offered to help Princess Rizelle in her training, they started doing it every time possible.
The mercenary leader was surprisingly a good instructor and it made Rizelle realize how much Captain Villiam used to go easy on her. The Prince was right when he said that Captain Villiam's duty was to keep her safe and training her put him in a difficult situation.
In the case of Lanzo, he didn't go that easy on her because she asked him to train her in a way that would be effective. From swordsmanship to archery, she also took up knife throwing with the insistence of Lanzo as the latter said that in terms of emergency, knowing the art of knife throwing will help her a lot. As time was limited, Lanzo tried to help her in mastering the basics of the three skills.