Let us first introduce some notation. For each $r$ with $0 < r < 1$ we define annuli and circles
$$
\begin{array}{lcl}
A(r) & = & \{ a \in \mathbb R^2 \mid 1- r \le \lVert a \rVert \le 1 + r \} \\
A^+(r) & = & \{ a \in \mathbb R^2 \mid 1 \le \lVert a \rVert \le 1 + r \} \\
A^-(r) & = & \{ a \in \mathbb R^2 \mid 1 - r \le \lVert a \rVert \le 1 \} \\
B^+(r) & = & \{ a \in \mathbb R^2 \mid \lVert a \rVert = 1 + r \} \\
B^-(r) & = & \{ a \in \mathbb R^2 \mid \lVert a \rVert = 1 - r \} \\
\end{array}
$$
The Jordan-Schoenflies theorem allows to find homeomorphisms $h_i : \mathbb R^2 \to \mathbb R^2$ such that $h_i(S_i) = S^1$ = unit circle with center $0$.
Take disjoint open neighborhoods $W_i \subset \mathbb R^2$ of the $S_i$. Then the $h_i(W_i)$ are open neighborhoods of $S^1$ in $\mathbb R^2$ and there exists $r$ with $0 < r < 1$ such that the annulus $A(r)$ is contained in both $h_i(W_i)$. Let
$$A_i = h_i^{-1}(A(r)) .$$
These are disjoint compact subsets of the plane. There exist $a_i \in A_i$ such that $\lVert a_1 - a_2 \rVert$ is minimal. Due to minimality these $a_i$ must be contained in the boundary $B_i$ of $A_i$. Clearly $B_i = B^+_i \cup B^-_i$ with $B^\pm_i = h_i^{-1}(B^\pm(r))$. Thus $a_i \in B^{\sigma(i)}_i$ with a unique sign $\sigma(i)$.
The line segment $[a_1,a_2] = \{ ta_1 + (1-t)a_2 \mid t \in [0,1]\}$ connecting $a_1$ and $a_2$ has the property $[a_1,a_2] \cap A_i = \{a_i\}$.
Now consider $x_i \in S_i$. Obviously there exists an arc $J'_i \subset A^{\sigma(i)}(r)$ such that $J_i \cap S^1 = \{h_i(x_i)\}$ and $J'_i \cap B_i^{\sigma(i)}(r) = \{h_i(a_i)\}$. Then $J_i = h_i^{-1}(J'_i)$ is an arc in $A^{\sigma(i)}_i =h_i^{-1}(A^{\sigma(i)}(r)) \subset A_i$ such that $J_i \cap S_i = \{x_i\}$ and $J_i \cap B^{\sigma(i)}_i = \{a_i\}$.
Concatenating the arcs $J_1, [a_1,a_2]$ and $J_2$ gives an arc $J$ connecting $x_1$ with $x_2$ such that $J \cap S_i = \{x_i\}$.
Drawing a picture is helpful, but it is easy to check everything formally.