How do the mirage legendaries work?

I don't mean in general. I found a portal with a Cobalion, but I haven't been able to enter it other than then, but I got both an Azelf and a Mesprit from one portal. And I know you can get Uxie from there, and others from the Plain portal.

What do I need to do? I didn't change out my party or anything since, so happiness and EV requirements ARE met.