I think they mean writing Tu Th Sa Su instead of T T S S (personally I'm a fan of T / theta if I'm doing single-letter abbreviations but Sat/Sun is still not the best)
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.
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.