If your map $\omega:[0,2\pi) \times [0,\pi] \to \mathbb{S}^2\subset \mathbb{R}^3$ is the standard spherical coordinates map:
$$\omega = (\cos\phi \sin\theta, \sin\phi \sin\theta, \cos\theta),$$
then the Jacobian is:
$$J = \frac{\partial \omega}{\partial (\phi, \theta)} = \begin{bmatrix} \uparrow & \uparrow \\\frac{\partial\omega}{\partial \phi} & \frac{\partial\omega} {\partial\theta} \\ \downarrow & \downarrow \end{bmatrix} = \begin{bmatrix} -\sin\phi \sin\theta & \cos\phi\cos\theta \\ \cos\phi\sin\theta & \sin\phi \cos\theta \\ 0 & \sin\theta\end{bmatrix}.$$
The area measure on the sphere is $d\sigma(\omega) = \sqrt{\det J^T J} \,d\lambda(\phi)d\lambda(\theta) = |\sin\theta|\,d\lambda(\phi)d\lambda(\theta)$. Here $\lambda$ is just the Lebesgue measure and it is often omitted. Now assume the probability density function for picking $(\phi,\theta)$ is $p_{\phi,\theta}$. Taking into account $d\sigma(\omega) = |\sin\theta|\,d\lambda(\phi)d\lambda(\theta)$ we have:
$$p_{\phi,\theta}(\phi,\theta) \,d\lambda(\phi) d\lambda(\theta) = p_{\sigma}(\omega)\,d\sigma(\omega) \implies p_{\sigma}(\omega) = \frac{p_{\phi,\theta}(\phi,\theta)}{|\sin\theta|}.$$
Note that translations and rotations do not change the term $\sqrt{J^T J}$ since the derivative of a translation is zero, and a rotation is orthogonal $R^TR=I$ and thus $\sqrt{J^TR^TRJ} = \sqrt{J^TJ} = |\sin\theta|$. I am mentioning this since typically you integrate over the sphere not w.r.t. the standard coordinate axes, but some frame oriented around the normal, which can be implemented as $\omega' = R\omega$.
If $p_{\phi,\theta}$ is separable you can write it as $p_{\phi,\theta}(\phi,\theta) = p_{\phi}(\phi)p_{\theta}(\theta)$.
The change of variables in an integral over the unit sphere happens as follows:
\begin{align}
I
&=\int_{\mathbb{S}^2} L_i(x, \omega_i) f(\omega_o, x, \omega_i) (\omega_i \cdot n)\,d\sigma(\omega_i) \\
&= \int_{0}^{2\pi}\int_0^{\pi} L_i(x,\omega_i(\phi,\theta))f(\omega_o,x, \omega_i(\phi,\theta)) (\omega_i(\phi,\theta) \cdot n)|\sin\theta|\,d\lambda(\theta) d\lambda(\phi) \\
&= \int_0^1\int_0^1 L_i(x,\omega_i(u,v))f(\omega_o,x, \omega_i(u,v)) (\omega_i(u,v) \cdot n)\underbrace{|\sin\theta|\left|\det \frac{\partial(\phi,\theta)}{\partial (u,v)}\right|}_{1/p_{\sigma}(\omega_i)}\,d\lambda(u) d\lambda(v) \\
&= \int_0^1\int_0^1 \frac{L_i(x,\omega_i(u_j,v_j))f(\omega_o,x, \omega_i(u,v)) (\omega_i(u,v) \cdot n)}{p_{\sigma}(\omega_i(u,v))}\,d\lambda(u) d\lambda(v) \\
&\approx \frac{1}{N} \sum_{j=1}^N\frac{L_i(x,\omega_i(u_j,v_j))f(\omega_o,x, \omega_i(u_j,v_j)) (\omega_i(u_j,v_j) \cdot n)}{p_{\sigma}(\omega_i(u_j,v_j))}, \quad (u_j,v_j) \sim U[0,1]^2.
\end{align}