Yes, 'Jeetje' is a correct Dutch exclamation, but it sounds a bit mild for an emergency panic context. It expresses surprise or mild shock, like 'Geez' or 'Wow' in English, and while it can work if the character is flustered, it doesn't convey the urgency of a true emergency. For a panicked, worried tone, a stronger exclamation like 'Jezus' (Jesus), 'Godverdomme' (goddammit), or even 'Verdomme' (dammit) would feel more natural to native speakers, though keep in mind these are stronger and might not suit your character's personality.
'Jeetje' is a common, neutral exclamation used by all ages in the Netherlands. It comes from 'Jezus' but has been softened into a mild, almost child-friendly expression. In your example, 'Jeetje, I'm coming in!' could be read as the character being startled by the flash but not truly panicked. If you want to keep it polite or have a character who avoids swearing, it works, but it risks sounding underwhelming for an emergency. A better fit might be 'God, ik kom eraan!' (God, I'm coming!) or 'Shit, ik kom binnen!' (Shit, I'm coming in!) for a more urgent vibe.
Consider the character's background: if they are elderly, religious, or reserved, 'Jeetje' could be perfect. If they are younger or more expressive, a stronger word adds realism. You can also pair 'Jeetje' with a more urgent action: 'Jeetje, wat een licht! Ik kom er nu in!' (Geez, what a light! I'm coming in now!) to balance surprise with action. For a guide on Dutch exclamations, look up lists of 'uitroepen' (exclamations) in learner resources, and test them with native speakers on forums like r/learndutch. Ultimately, trust your character's voice, but for panic, 'Jeetje' alone is a bit too tame.