How would I apply feminist criticism to The Picture of Dorian Gray given that Lord Henry constantly speaks about women as if they were simply objects.

As The Picture of Dorian Gray is
social satire, you shouldn't put too much literal stock in anything anyone says.  If you
want to understand how the artist or Oscar Wilde feels about women, you should try to
understand the very opposite of their words.

Lord Henry is
a Vice figure, a Satanic hero, the sarcastic voice of the author.  He's a mouthpiece for
Wilde to pretend to be an  elitist and sexist socialites of the time, and he's too
unrealistic to be taken too seriously.

Lord Henry's
epigrams are little zingers that are part of Wilde's wit and not meant to be realistic
social commentary.  The worst thing you can do is take them out of
context:

My
dear boy, no woman is a genius. Women are a decorative sex. They never have anything to
say, but they say it charmingly. Women represent the triumph of matter over mind, just
as men represent the triumph of mind over
morals.

AND

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Men marry because they are tired; women, because
they are curious: both are
disappointed.

In an epigram
everyone is treated like an object.  They're all generalization and stereotype.  That's
the point.

Remember, an epigram
is

a statement
contradictory to what is accepted as a self-evident or proverbial
truth.

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The appeal of paradox lies in the fact that,
however contradictory it may seem to be to the accepted maxim, it contains nevertheless,
a certain grain of truth, which makes it an excellent vehicle of
satire...

AND,
to your point:

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Wilde’s epigrams and paradoxes have another
important function also. It is the showing of bourgeois morality. With the help of his
epigrams and paradoxes the author shows us his characters, their way of life, manners,
their thoughts and the bourgeois society of his
time.