You don't say whether the sequence of elements carries meaning or not. For your application, does
<Monday/>
<Thursday/>
mean the same thing, or something different, from what is meant by
<Thursday/>
<Monday/>
? If it means the same thing, then there is no need to allow both forms, and you can get what you want with
<xs:complexType>
<xs:sequence>
<xs:element name="Sunday" minOccurs="0"/>
<xs:element name="Monday" minOccurs="0"/>
<xs:element name="Tuesday" minOccurs="0"/>
<xs:element name="Wednesday" minOccurs="0"/>
<xs:element name="Thursday" minOccurs="0"/>
<xs:element name="Friday" minOccurs="0"/>
<xs:element name="Saturday" minOccurs="0"/>
</xs:choice>
</xs:complexType>
[Addendum]. Oops; overlooked the requirement that at least one element be selected. The obvious XSD 1.0 solution is kind of clunky, but does require at least one and allow up to seven elements, all different. It uses a seven-way choice among sequences starting with Sunday, Monday, ...
<xs:complexType>
<xs:choice>
<xs:sequence>
<xs:element name="Sunday"/>
<xs:element name="Monday" minOccurs="0"/>
<xs:element name="Tuesday" minOccurs="0"/>
<xs:element name="Wednesday" minOccurs="0"/>
<xs:element name="Thursday" minOccurs="0"/>
<xs:element name="Friday" minOccurs="0"/>
<xs:element name="Saturday" minOccurs="0"/>
<xs:sequence>
<xs:sequence>
<xs:element name="Monday"/>
<xs:element name="Tuesday" minOccurs="0"/>
<xs:element name="Wednesday" minOccurs="0"/>
<xs:element name="Thursday" minOccurs="0"/>
<xs:element name="Friday" minOccurs="0"/>
<xs:element name="Saturday" minOccurs="0"/>
<xs:sequence>
<xs:sequence>
<xs:element name="Tuesday"/>
<xs:element name="Wednesday" minOccurs="0"/>
<xs:element name="Thursday" minOccurs="0"/>
<xs:element name="Friday" minOccurs="0"/>
<xs:element name="Saturday" minOccurs="0"/>
<xs:sequence>
<xs:sequence>
<xs:element name="Wednesday" />
<xs:element name="Thursday" minOccurs="0"/>
<xs:element name="Friday" minOccurs="0"/>
<xs:element name="Saturday" minOccurs="0"/>
<xs:sequence>
<xs:sequence>
<xs:element name="Thursday"/>
<xs:element name="Friday" minOccurs="0"/>
<xs:element name="Saturday" minOccurs="0"/>
<xs:sequence>
<xs:sequence>
<xs:element name="Friday" />
<xs:element name="Saturday" minOccurs="0"/>
<xs:sequence>
<xs:sequence>
<xs:element name="Saturday" />
<xs:sequence>
</xs:choice>
</xs:complexType>