The hook that you are using is not the issue - how it is secured in the dry wall is. I am guessing your lanterns are probably 4 lbs - you can check by standing on a scale with a lantern and then getting on the scale with out the lantern and subtract, the difference will be the lantern weight. 

Something like [this][1] should do it, you will notice the grip mechanism that fits above the drywall - screw in type swags do not have the necessary grip and weight distribution to hold that kind of weight and also handle the lantern being touched or moved. 


*If you perform a search you might look for Toggle Wings or Toggle Bolts.*
Added above to the answer per comments. 6-19-2018


https://www.amazon.com/BBTO-Totally-Ceiling-Hardware-Installation/dp/B0792Y4SGB/ref=sr_1_1?s=home-garden&ie=UTF8&qid=1522997013&sr=1-1&keywords=BBTO-Totally-Ceiling-Hardware-Installation


  [1]: https://www.amazon.com/BBTO-Totally-Ceiling-Hardware-Installation/dp/B0792Y4SGB/ref=sr_1_1?s=home-garden&ie=UTF8&qid=1522997013&sr=1-1&keywords=BBTO-Totally-Ceiling-Hardware-Installation