How about
DateTimeFormatInfo.CurrentInfo.GetDayName( dayOfWeek )
or
DateTimeFormatInfo.CurrentInfo.GetAbbreviatedDayName( dayOfWeek )
Simply takes a DayOfWeek enumeration and returns string that is the name in the current culture.
Edit:
If you’re looking for a specific culture it would be
var cultureInfo = new CultureInfo( "it-IT" );
var dateTimeInfo = cultureInfo.DateTimeFormat;
then you can call GetDayName or GetAbbreviatedDayName as you choose.
There’s even a AbbreviatedDayNames/DayNames arrays if you want them all