Between them Kieffer an Sjöholm have played 334 European Tour events without a win, although both have recorded runner-up finishes in the last 18 months.
Both players were two under par through 11 holes on a tough opening morning, with the 30-year-old Kieffer picking up shots at the par five second and 11th.
Like Kieffer, Sjöholm took advantage of the longer holes with birdies at the second, ninth and 11th, with a bogey on the sixth.
There was a 13-way tie for second on one under in the early stages – including home favourite Phillip Price.
He was level with Belgium's Nicolas Colsaerts, China's Li Haotong, Swede Sebastian Soderberg, New Zealand's Ryan Fox, Scot Calum Hill, German Sebastian Heisele, South Africa's Justin Harding, Zimbabwean Scott Vincent and English quartet Ashley Chesters, Jack Senior, Laurie Canter and Richard McEvoy.