I have resolved my issue with help from Gemalto Customer Support. The Java DLL sxjdk.dll has to be built using files from the Sentinel SuperPro SDK version 7.1.0 plus the above update.
In summary - Install the Sentinel SuperPro SDK version 7.1.0 then copy the new spromeps_dual.lib files from the above 7.1.0.12 update into the appropriate folders under C:\Program Files (x86)\SafeNet Sentinel\SuperPro\7.1\Interfaces\Java JDK
Use Visual Studio to build the Sxjdk.dsw project.
Note that I build this using Visual Studio 2017 + Java 1.8. I have only built the 32 bit DLL versions.
I hope this is useful to anyone else with a similar problem
Das