This is the sje sound (sje-ljudet) in sjok , /ɧu:k/, "batch"
And this is the tje sound (tje-ljudet) in kjol , /ɕu:l/, "skirt"
Now, what you really should hold in mind when it comes to sje is that it is not tje; and what you really should think about when it comes to tje is that it is not sje. As long as you use some 'darker' sound for sje and some brighter sound for tje, that's fine. For example, use a German ach-Laut, the voiced postalveolar fricative found in measure or the dark sh in shoe for sje, and a German ich-laut or the bright sh in shimmering for tje. Some Swedish dialects come very close to these sounds for their sje’s and tje’s.