Thorn, Þ, seems a more natural choice. The rune is called thurs, even.

I guess there's katakana Sa サ and Su ス, if that's an improvement.

yeah, but I was a math major and theta looks like a normal letter to me whereas thorn takes me a sec to realize what I'm looking at

I like the katakana idea, I wonder if I can train myself to recognize the Su one enough to start using that when I'm handwriting days of the week places

Maybe we should all adopt Chinese weekday names: Sunday (星期日) remains same, Firstday (星期一) for Monday, Seconday (星期二) for Tuesday, Thirday (星期三) for Wednesday, Fourthday (星期四) for Thursday, Fifthday (星期五) for Friday and Sixthday (星期六) for Saturday. One-letter abbreviations would be simply S, 1 through 6.

I believe that's how Russian names the days as well. In Hebrew and Arabic we do the same, but Sunday is First Day, Monday is Second Day, etc.

Not all of them, though:

Monday - "понедельник", which is coming from the "day after the (previous) week", i.e. after the Sunday Tuesday - "вторник", true here, has "second" in the name Wednesday - "среда", has "middle" in the name Thursday - "четверг", also true, has "fourth" in the name Friday - "пятница", also true, has "fifth" in the name Saturday - "суббота", derived from the Hebrew "shabbat" Sunday - "воскресенье", almost the same word as "воскресение", which is the Christian Church word for the Resurrection (of Jesus Christ)

Why downvoted? This is correct.