It being California, the lancers would have been Cuera cavalry, wearing leather jerkins.
I know of 3 25/28 mm sources.
Dayton Painting Consortium has lancers that you can add the jerkins or tabard to. You have to email them to get a full singer figure listing. I've never seen them.
Falcata, in Spain, makes them with a wide variety of poses. The figures come with the leather padded jacket. Some also come with the canvas tabard worn over the jacket. I made a huge deal on these, swapping some unloved children for the whole shebang. The figures are pretty but delicate. And you must glue the pistols, carbines, lances and shields separately.
Finally, there's Gringo40s. I don't have these particular figures, but I have many others from them. They're a "heroic scale" 28mm, closer to 30mm. The site is fully pictured. See my glowing review in Consumer affairs on tmp.
If you want strict Zorro movie lancers, without the Cuera padded leather armor, contact DPC and see if you can see a sample.
If you like the Cuera armor, you have two choices.