Xephyr :5 & sleep 1 ; DISPLAY=:5 awesome
Xephyr :5 & sleep 1 ; DISPLAY=:5 sudo lxsession
Xephyr :5 & sleep 1 ; DISPLAY=:5 xfce4-session
this person made a much more ellaborate shell script: Running a nested xfce4-session in Xephyr
lightdm --test-mode
close the little window to reload config from files and reflect any changes made