Yes, all of the sushi is made by the same people. They have set up a sushi bar inside the Tempura place. Another option is to eat in the Tempura place, you can order a few pieces and see if you like it. If you don't, you can always order some tempura. If you eat in the lounge you have fewer options for "normal" food.
The tepanaki restaurant is really geared to the tepanaki. Most people who order sushi there are having it as an appetizer.
For beginners I recommend the california roll. But also try the salmon (the pieces, not the rolls, although the roll is good). By trying the pieces you are getting a more truer sense of sushi.
The sushi is passable here. I do usually visit the lounge or tempura place at least once every visit. California Grill has outstanding sushi, and I understand the sushi restaurant in the Swan/Dolphin is good. I keep forgetting about that restaurant.