Question: What are the proper steps for doing a Joker exchange? What if I call a tile and want to do a Joker exchange so that I can add it to my exposure, can this be done? 

Answer: Joker exchanges can only be done after you’ve picked a tile from the wall. If you call a tile instead of picking a tile from the wall, you must be able to complete your exposure without the help of a joker exchange. However, you can still do the Joker exchange and place the Joker in your rack to be used as you wish during a future turn. The reason for this rule is that calling a tile and doing a Joker exchange are considered separate actions according to the NMJL. 

The same thing would apply if you want to call a tile for Mah Jongg. That tile called would have to complete your Mah Jongg without the joker exchange.    

Source: Mah Jongg Made Easy 2024 pages 23 & 24