We present X-shooter spectroscopic and photometric observations of a sample of 21 hydrogen-poor superluminous supernovae (SLSNe-I), spanning a redshift range of z = 0.13 − 0.95, aimed at searching for shells of circumstellar material (CSM). Specifically, we focused on identifying broad Mg II absorption features that are blueshifted by several thousand kilometers per second relative to the narrow absorption lines associated with the host galaxy. These broad features have previously been interpreted to arise from resonance line scattering of the SLSN continuum by rapidly expanding CSM ejected shortly before explosion. Utilizing high-quality near-ultraviolet spectra, we modeled the region around 2800 Å to characterize the Mg II line profiles, enabling us to either confirm their presence or place constraints on undetected CSM shells. We identified five objects in our sample that show broad Mg II absorption features consistent with the presence of CSM. While SN 2018ibb, SN 2020xga, and SN 2022xgc have been previously reported, we identified previously undiscovered CSM shells in DES15S2nr and DES16C3ggu. In the case of DES15S2nr, the CSM shell is located at ∼3.4 × 10¹⁵ cm and is moving with a maximum velocity of ∼4800 km s⁻¹. For DES16C3ggu, the shell lies at ∼4.8 × 10¹⁵ cm and reaches up to ∼4700 km s⁻¹. These shells were likely expelled approximately two and three months before the explosion of their respective associated SNe on timescales consistent with late-stage eruptive mass-loss episodes. We further found evidence that the velocities of the CSM shells in all objects lie within 3000 − 5000 km s⁻¹, which may reflect an intrinsic property and could hint at a similar mass-ejection mechanism. We did not find any correlations between the shell properties and the SN properties, except for a marginal correlation between the light curve decline timescale and the shell velocities. This correlation needs further work; however, if it applies, it is a powerful link between the late-time mass ejection and eventual explosion. We further demonstrate that CSM configurations similar to the majority of the detected shells would have been observable in spectra with a signal-to-noise > 5 per resolution element, and that the lines from a shell are, in general, detectable except in cases where the shell is either very geometrically and/or optically thin. Therefore, we conclude that the non-detections are unlikely to arise from selection effects but they may instead point to the existence of a subclass of SLSN-I progenitors undergoing late-stage shell ejections shortly before explosion.