I am in the same situation and since I have to complete form T2125 for my self-employment, and it is the same line of work, I choose to include all my expenses in my self-employment statement. If your T4 is for the same line of work as your self-employment this is the easiest choice.
If it's a completely different line of work, you may choose to report on both T2125 and Employment expenses but make sure you don't claim twice for the same expense. You could just add on your Employment expenses the expenses specific to that work (T4), that you would not take otherwise on your T2125.
