I am a fan of Sejuani jungle but it can indeed be very difficult! With the setup I use I tend to do fine, so I'll just list that for you and you can tell me whether it was helpful to you or not!
Attack Speed Reds
Magic Resist/lvl Blues
Movement Speed Quints
The attack speed on Sejuani helps when clearing camps and also allows you to attack faster during your ganks with your permaslow skill set + red buff. The armor amount on yellows is higher than on blues or reds, and hp/lvl does not really help Sejuani's early game, which is where she needs the most in my opinion. I use Magic Resist/lvl blues in order to have the ability to not get melted by mages if I find myself building armor against the enemy team, or to get ahead in magic resist if against a heavy mage team. Movement speed quintessences on junglers, especially Sejuani are very helpful giving you more speed inbetween camps and when ganking lanes.
I use 0/21/9 Masteries, the same as you do. I get the movement masteries in both the defensive and utility trees. I also get the minion damage return from the defensive tree as well as the 2 point damage reduction.
I start with Regrowth Pendant and a Health Potion. I go Wolves -> Blue -> Wraiths -> Golems -> Wolves and recall and buy Philosopher Stone. When returning to your jungle, clearing your red buff will get you to level four and you will be ready to gank with your perma-slow skill set and red buff slow.
At this point, you want to find a nice balance between ganking and jungle clearing. The faster you get to level six, the more deadly your ganks will be. If no lanes are struggling, I would suggest that you try to rush that level six so that you can unleash icy wrath on your opponents!
My full item build on Sejuani looks something like this:
Ninja Tabi/Merc Treads
Frozen Heart/Sunfire Cape
Banshee's Veil/Force of Nature
I like Sunfire on Sejuani because it synergizes well with her W skill and the damage really does add up. And as Sejuani you are ALWAYS in the middle of the enemy team during teamfights.
Most of the other items are self explanitory. Your fifth and/or sixth item should be abyssal or deathcap in my opinion so that the enemy team cannot afford to ignore you. There was a game where I built full tanky so no one focussed me so I ended building a deathcap. We had a teamfight where our carries were focussed and I was left against four damaged enemies. With my tankiness and damage from deathcap, I was able to get the quadra to prevent us from losing right then and there. We ended up winning that game. :D Anyway, I hope this was able to help you.