Sonic lantern

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 1890s London, Madame Vastra gave the police force a sack of sonic lanterns to keep the dinosaur from wandering off. 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 the police force to do so in the episode.