EDIT: I reread your post, and it looked like you wanted your companions to use lances more often, not less - okay. Here's how I would do it:
*Equip your companions with balanced light lances or balanced heavy lances, shields, light xbows, and steel bolts. Give them at least 15 strength for 5 powerstrike, but emphasize agility - high riding, medium weaponmaster, 2-3 shield, rest into horse archery. The horse of choice is probably a heavy charger or sarranid warhorse. You want high riding to ensue your companions are able to couch quickly, and to maneuver away if their horse is stopped. The light Xbow and horse archery will tell the A.I. to back out of clustered melee situations to get range again, yet when ordered to charge, they will couch their lances.
Still, I have to say this is one of the setups I have limited experience with, and my gut feeling is that if you use the longer couchable lance types, you'll have much worse results than the shorter faster types. You may also have to babysit these kinds of companions and tell them to 'follow me' or 'hold position' far away in order to get them to stop skirmishing with their Xbows and charge again. Perhaps the best way to use them would be to tell them to move to a spot past the enemy line repeatedly.
The only way to guarantee your companions use the weapons you want them to is to work within the boundaries of your own control. Other than that, they will be at the the bounds of the A.I. (Which switches weapons somewhat arbitrarily).
What you can do, however, is give your mounted companions whatever lance you want them to use mounted, and have their other weapon be something blunt. That way, when you order your companions to 'switch to blunt weapons,' you can be assured they will do so.
I find that with recent patches, my companions equipped with balanced light lances or balanced double sided lances along with balanced long arming swords more often than not use the right weapon for the job. The trick is to give them the shorter faster thrusting weapons in order to minimize the possibility that they'll be stuck in close and unable to attack.
In all honestly, however, I can safely say that after trying out just about every weapon combination out there for companions, the easiest to control and most effective in many situations seems to be this:
Heavy Steppe Charger plus the following:
Siege Xbow / Long Arming Sword or Elite Scimitar + Large Size shield (I sometimes prefer not to allow companions to use weapons with thrusting attacks)
Siege Xbow / Morningstar + High Resistance Shield (shorter range weapon = greater chance of getting locked in close combat)
Siege Xbow / Great Bardiche (If going up against weaker shield factions like swadia, vaegirs, sarranids.)
Siege Xbow / Sword of War or Two Handed Sabre (This comes down to range + thrusting attack VS. Speed and knowing your companions won't use thrusts up close)
Reasoning: The companion will not bother with ranged weaponry unless dismounted or in a siege as they cannot fire the crossbow from horseback. You don't really have to micromanage them. The weapons have pro's and cons depending on your enemies, but they all have high damage, speed, and all but the morningstar have range over 105. The morningstar gets a special mention because it is the only 1h weapon that can crush through block, and it simply deals massive damage from horseback. 1h/2h weapons on horseback don't get the same penalty as 2h weapons do: 15% damage and speed instead of the 2h 25%.
For ground-based companions, I've had incredibly good results from this setup:
Warbow + Khergit arrows x 2 + Great Long Bardiche
Reasoning: Great Long Bardiches are very strong, very good range, and cleave right through shields - perfect for murdering cavalry that gets stuck in your ranks of infantry. Combine with extremely high athletics and lighter armor.