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Sonic lanterns were small, yellow devices used by the Silurians. They produced irritating noises which could be used to corral dinosaurs in place.
When a Tyrannosaurus rex was accidentally brought to the River Thames area of 1890s London, Madame Vastra gave the police force a sack of sonic lanterns to keep the dinosaur from wandering off; she instructed Inspector Gregson to distribute the lanterns at twenty-foot intervals, on the shore line and bridges. While the Twelfth Doctor was drifting in and out of post-regeneration confusion, he claimed the sonic lanterns were giving the dinosaur headaches. (TV: Deep Breath)
Behind the scenes
In the stage directions from the script of Deep Breath, this type of lantern was simply physically described as a "high-tech lantern". Also, the script had Madame Vastra ask Strax to lay out the lanterns, whereas she asks Gregson to do so in the episode.