After a lot more research I did not come up with a proper solution, so I decided to insert the Facebook/Twitter social bookmarks manual.
The clickjacking warning stayed and I was totally clueless what might be the root of the problem.
I checke various sites and they all used the same code, etc ...
But in the end ... I found out that the only thing I could not see on other sites is the %"$%!&%-admin bar at the top :D
Disabling the admin bar instantly removed the clickjacking issues.
As mentioned above, it is usually something too obvious that gets into my way.
Hope this helps someone