If I remeber my spanish right there is a similar sound in the word México the xi is the same, but instead of having an i there there should be an u, and the u should be kinda long. Did it make sense?

You have to put your tounge far back in your mouth, and then blow out air. The sound should come from air going between your tounge and the palate. Try to do the "sh" sound like in "ship", but move your tounge further back.

That looks like the most painful thing I can try, but it's quite what I was looking for, as today I was searching for tongue twisters. Thank you very much!

I found this Swedish tongue twister to practice the sju sound: Sju sköna sjungande sjuksköterskor skötte om sjuttiosju sjösjuka sjömän på det sjunkande skeppet Shanghai och sköljde deras skortor i sjön. -Seven beautiful singing nurses cared for seventy seven sick seamen -on the sinking ship Shanghai and washed their shirts in the lake And Shanghai is pronounced sjanghai. I still cant do it haha.