Quote from616.1. If two or more replacement and/or prevention effects are attempting to modify the way an event affects an object or player, the affected object’s controller (or its owner if it has no controller) or the affected player chooses one to apply, following the steps listed below. If two or more players have to make these choices at the same time, choices are made in APNAP order (see rule 101.4).
616.1b If any of the replacement and/or prevention effects would modify under whose control an object would enter the battlefield, one of them must be chosen. If not, proceed to rule 616.1c.
616.1d Any of the applicable replacement and/or prevention effects may be chosen.
616.1e Once the chosen effect has been applied, this process is repeated (taking into account only replacement or prevention effects that would now be applicable) until there are no more left to apply.
You have to choose to first apply the effect that makes it enter the battlefield under his control, which is irrelevant as then the exiling effect would still apply, exiling both creatures entering the battlefield from the graveyard.