As with most other things in this game, this is best done in local Versus mode with a second controller. For the uninitiated, an EX Super Special Move is basically a Super Special Move where you press both of the same type of attack move at the same time, rather than just one.
As an example, Terry Bogard's Buster Wolf usually requires you to press D, DF, F + either LK or HK. To make this an EX Buster Wolf, press D, DF, F + LK AND HK at the same time. You can tell you're doing the EX version and not the regular one because the screen will go black.
To grind this out, go into versus and set your character to level 5 and your opponent to level 1. It should take about an hour to knock out if all goes according to plan. Good luck!