I had previously learned the Greek alphabet before learning the Cyrillic one. Being able to mentally map Cyrillic letters to their corresponding Greek ones was helpful to me.
Г = Γ
Д = Δ
Л = Λ
П = Π
Р = Ρ
С = Σ
У = Υ
Ф = Φ
Х = Χ
If you see the Cyrillic С not as a weird version of the Roman C that somehow always sounds like an S, but see it as a Greek Sigma (Σ) that has been transformed from bent to curved, you are likely to remember it a bit better. Likewise, the Greek Delta (Δ) and Lambda (Λ) have been fancied out in Cyrillic by adding top bars that do not change the pronunciation of the character.