I often see: L, M, M, J, V, S, D in Spain calendars.
Windows and many popular calendars use: lu, ma, mi, ju, vi, sá, do, respectively.
I've never seen the usage of X to short wednesday in the normal calendars, but it is needed when you don't want any kind of uncertainty about if M stands for Martes or stands for Miércoles, so the X is used for Miércoles (when one character is used). There are quite a few theories about why the X was used for Miércoles, but that's a story for another day.
I hope this helps you out.
Take care!