They are actually pretty much silent, since the current is conducted through wires directly to barbs that are implanted below the surface of the skin. It's an electronic device, so pick whatever "sounds" electronic-like to you. My off-the-cuff though is something like "bzzzzzzt!"
When I saw friend get it in his MP training, it was louder than expected. Tktktkt is pretty good, but I tend to use description rather than onomatopeia because it's generally a distracting waste of space. Peoplecan get behind an arcing sound described morethan they can an attempt at the oddity itself.
I work in medicine and we use lasers like cautery units. There is a hum when the laser is on, real soft tho, but when the laser hits the skin it sizzles like bacon. So maybe your sound isn't the weapon itself, but the effect it has on everything around it.
Ah well, click on through and watch on YouTube then. They definitely make a storng souind, and it's Tktktktkt! Or maybe Tzktktktktkt!
It's a loud pop! then a buzzing-ticking sound almost. I agree with @EFMingo , I'd try to describe it instead of using onomatopoeia.