A first possible answer is... not pretty. But it does begin to do what I am after
(a better solution is presented below).
Dependency Finder! Download it, unzip it.
It is not the most modern or active project ever, but if you edit [Dependency Finder]/bin/DependencyFinder.bat, add its path for DEFAULT_DEPENDENCYFINDER_HOME, set a JAVA_HOME, you can launch it.
Then you click on the 'Extract' button (CTRL-E - first button), enter your classes path, and let it scan away.
The tricky part is to click exactly the right set of 'programming elements' and 'closures' items, in order to not been swamped by the level of details in the result.
- Select only 'classes' in the left side ('programming elements').
- Select only 'classes' in the right side ('closures').
- Add "/javax?./,/org./,/sun./" as exclusion pattern (for both programming elements and closures).
- Click on the wheels (last button - Compute all - Ctrl + A).
And here you go.
Whenever you see '<->', you have got yourself a nice cyclic dependency. (If you select 'features' on the 'closure' side, you can even know what function does trigger the cycle - awesome.)
I am ready to test any other suggestions.