psql syntax for array of strings in a variable?

Hi,
I would appreciate help with the syntax for querying an array of strings declared as a psql variable. Here's an
example.

\set important_days ARRAY['monday', 'friday']

select 1 where 'monday' = ANY(:important_days);
ERROR:  42703: column "monday" does not exist
LINE 1: select 1 where 'monday' = ANY(ARRAY[monday,friday]);

select 1 where 'monday' = ANY(:"important_days");
ERROR:  42703: column "ARRAY[monday,friday]" does not exist
LINE 1: select 1 where 'monday' = ANY("ARRAY[monday,friday]");

I'm doing something wrong but I can't figure out what.

My real-world use case is that I have a psql script that will execute several queries on a long list of strings, and
ratherthan repeat those strings over and over in the script, I'd like to declare them once at the top of the script and
thenrefer to the variable after that. Bonus points if there's a way to do a multiline declaration like -- 

\set important_days ARRAY['monday',
                          'friday']

Thanks for reading
Philip