Unlike other kinds of bombs, Djinns have an elemental TP bonus. What this means is, every time a Djinn takes damage of the same element as the gameday (e.g. ice damage on Iceday, lightning damage on Lightningsday), they get an instant 100% TP. More often than not, they'll use that TP to use their self-destruct ability, "Nocturnal Combustion" - which means very very fast kills for a lot of exp.
The most effective way to fight these as SMN is to begin on Iceday, using Shiva. Djinns aggro to magic and sight, so make sure you are outside of range before you begin summoning. Summon Shiva, use Frost Armor (ice spikes), and send her in to fight a Djinn. As soon as she is on her way, begin running away until you can't hear the battle music playing any more, and Shiva's healthbar disappears (only her name will be visible) - you'll want to run a few steps further just to be safe. Make sure you are facing away from the battle. As soon as Shiva's name disappears, immediately resummon Shiva, and pay close attention - if Shiva is facing the same direction you are (away from the battle), the Djinn is dead, and you can relax. If Shiva is facing the battle however, the Djinn is still alive and is on its way to kill you. If the Djinn is still alive, Shiva will automatically start heading out to meet it, and at this point, you need to run further away. Before you run though, if you can, re-use Frost Armor - but only do this if you don't hear battle music playing yet. If you do hear music, then you are within hate range of the Djinn, and using Frost Armor at this point will make the Djinn ignore Shiva and come for you instead. You'll want to make sure that any hate-generating spells or abilities finish casting before you hear battle music. Continue this process until the Djinn is dead.
When Iceday comes to an end and Lightningsday begins, switch over to using Ramuh instead. With Ramuh, you can use either Rolling Thunder (enthunder) or Lightning Armor (shock spikes). Rolling Thunder uses less mp, but it relies on Ramuh actually hitting the Djinn, and Ramuh will often miss. Lightning Armor is more costly in mp, but it is a lot more reliable. Feel free to experiment though.
It will take a little while to get used to the process, and you will probably die occasionally. Sometimes you'll encounter a Djinn that just doesn't want to blow up, and you'll run out of MP before you can finish the battle. But don't worry. It happens. I do have a few suggestions though - make sure you bring a Reraise Earring with you, and keep reraise up at all times. Also, if you are able, set your moghouse up with Moghancement: Experience. This will help to reduce your exp loss. Each time you head out from town to go on a Djinn run, get Sigil with Regen, Refresh, and reduced exp loss. And lastly, if you happen to be in the present before you head out, grab Refresh from the nearest book. It will wear off if you die, but it'll help with your MP until then. Beyond all of that, good hunting!