Option 1:

mkdir -p /var/lib/locales/supported.d/ && \
echo "en_GB.UTF-8 UTF-8" > /var/lib/locales/supported.d/gb && \
echo "zh_CN.UTF-8 UTF-8" > /var/lib/locales/supported.d/zh && \
echo "sv_SE.UTF-8 UTF-8" > /var/lib/locales/supported.d/se && \
locale-gen

Option 2:
dpkg-reconfigure locales can use first character of locale-name to nevigate.

ref