Plaguescarred
Hero
Ok perhaps surprise can be achieved but man i hate gotchas so much!! 

Ethereal Jaunt's bonus action..
But the set up, per the OP, is that they are ethereal at the start of the encounter
I guess there are a lot of undead posters around us here on ENWorld thenI agree only fools and dead men don't change their minds !
I agree only fools and dead men don't change their minds !
Well, "they" is normally plural, so you see why people thought so.Whoops, yeah, I wasn't clear that "they" meant the PC with the feat, not "they" as in the entire group of PCs. It could easily look like I'd meant the whole party.
Well, assuming you consider Int 6 to be low (which is arguable), I would think the spider would simply assume it will one-shot any adventurer. After all, they are pretty much indistinguishable from regular Commoners and other low-HD humanoids that never withstand even a single hit...I think it's more likely for the spiders to attempt to Stealth and gain surprise that way. They have a +6 stealth and a 6 int. Unless they've encountered armed adventurers before they are likely to treat them as "normal" prey - most creatures don't have a high perception, so +6 stealth is good enough to successfully hide most of the time.
If they start off on the Ethereal Plane, they get automatic surprise, but they have to spend their bonus action phasing in, which means they can't phase out until their next turn. If they beat the PC's on initiative they get to attack twice and phase out, but if the PC's beat them on initiative they are vulnerable on turn two.
If they manage to use stealth to surprise the PC's, they can attack and phase out on the same turn, then phase back in out of sight (around the corner, behind a rock, etc) and attempt to stealth again. Rinse, repeat. Essentially managing to get free rounds of attacks as long as they can manage to stealth successfully.