I just did this 10 minutes ago.
1) Download 3DNUS -
https://gbatemp.net/threads/3dnus.376488/ and launch it.
2) For title ID, input "9.5.0-23", for version, it's either "USA", "EUR" or "JPN" depending on your region.
3) Make sure "pack as cia" is selected and press "Download".
4) After everything is finished there should be a folder called "9.5.0-23". Copy that folder to your SD card.
5) Boot to emuNAND, then start BigBlueMenu from the gateway multi-rom menu or just launch it from the home menu if you already have it. Then go to the "9.5.0-23" folder.
6) Select any .cia file and press L+R+A to import all cia files in that folder.
7) Reboot.
8) Check your emuNAND system settings for the version.
9) Yay.
With this method you can't screw up and you don't need any game. Plus you'll be on 9.5.
Note: Do
NOT attempt this on the New 3DS, it won't work because it will download the wrong files and will corrupt your emuNAND. You can still download the New 3DS titles seperately, but I'm not quite sure which titles you need right now. 3DNUS will probably get updated with N3DS support later.
//edit: seems 3DNUS supports New3DS now.