Based on the description on the UK parliament's website, the role of the European Scrutiny Committee is that
The Committee assesses the legal and/or political importance of draft EU legislation deposited in Parliament by the Government. This amounts to around 1,100 documents a session. The Committee receives an Explanatory Memorandum on each document from the relevant Minister. It then looks at the significance of the proposal and decides whether to clear the document from scrutiny or withhold clearance and ask questions of the Government. All documents deemed politically or legally important are reported on in the Committee's weekly Reports.
meanwhile the description of the role of the EU (Select) Committee is described in the following
The committees’ scrutiny work is underpinned by a "Scrutiny Reserve Resolution", which has been agreed by the House of Lords. According to this, the Government has undertaken not to agree to any EU proposal until the Committee has completed its consideration, or "cleared it from scrutiny".
In the course of scrutinising EU proposals, the committees engage in detailed correspondence with Ministers. The main objectives are to identify issues of legal or political significance, and to ensure that the Government’s position is clearly and transparently put on the record. All correspondence is published on the committees’ web-pages.
As such, both groups provide parliamentary scrutiny of the UK government's interactions with the EU, rather than directly scrutinising the EU itself. The former group consists of a cross-party panel of MPs from the 3 largest parties (currently the Conservatives, the Labour party and the Scottish National Party). The latter group draws similarly from the Lords.