Copies of current paycheck stubs could suffice, if you take the most recent ones to the interview. All that CIS is concerned about, is whether the co-sponsor is currently employed.
In our representation of clients we go into any situation over prepared. Therefore I would suggest you take a job letter that outlines the sponsor's position, number of hours worked a week, hourly wage or annual salary and that they are still working for the company. The sponsor can put this in a sealed envelope if your are worried about privacy. We take this job letter along with paystubs, last years tax return and w-2.
This may sound like overkill but we don't get any denials for being underprepared.