Wigan's defeat at Arsenal on Tuesday ended lingering fears of relegation on Wearside.
But Di Canio, with a 6-1 thrashing by Aston Villa still fresh in the memory, has warned his side that survival will be no excuse for slacking off in this weekend's season finale.
Di Canio said: "I told them we can win, draw or lose with dignity, respecting the club's name and the fans who follow them. But if not, I will reduce their holiday.
"I will give them the minimum I can give to them, which is four weeks, 28 days instead of probably 38, 40 or 41.
"It depends because in some way we have to start to change the mentality. Just because I fell in a trap against Aston Villa, I don't want to fall in a trap again.
"I am sure that four or five individuals don't need this kind of situation, but many others have to realise we need to change mentality or we have to use punishments in some way.
"It's not fair, but until the day I am sure that my players can go on the field and in some ways I can remain at home, I have to use anything I can to help change their mentality."