I spent some time but found solution for your problem.
First I opened notepad and wrote the following line: שלום, hello, привет
Then I saved it as file he-en-ru.csv using UTF-8.
Then I opened it with MS excel and everything worked well.
Now, I wrote a simple java program that prints this line to file as following:
PrintWriter w = new PrintWriter(new OutputStreamWriter(os, "UTF-8"));
w.print(line);
w.flush();
w.close();
When I opened this file using excel I saw "gibrish."
Then I tried to read content of 2 files and (as expected) saw that file generated by notepad contains 3 bytes prefix:
239 EF
187 BB
191 BF
So, I modified my code to print this prefix first and the text after that:
String line = "שלום, hello, привет";
OutputStream os = new FileOutputStream("c:/temp/j.csv");
os.write(239);
os.write(187);
os.write(191);
PrintWriter w = new PrintWriter(new OutputStreamWriter(os, "UTF-8"));
w.print(line);
w.flush();
w.close();
And it worked! I opened the file using excel and saw text as I expected.
Bottom line: write these 3 bytes before writing the content. This prefix indicates that the content is in 'UTF-8 with BOM' (otherwise it is just 'UTF-8 without BOM').