Yes you're right sensu runs all script as sensu user. To use jstat you have to add sensu to a sudoers.
just add file /etc/sudoers.d/sensu
Example:
Defaults:sensu !requiretty
Defaults:sensu secure_path = /usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin
sensu ALL = NOPASSWD: /etc/sensu/plugins/jsat-metrics.rb