If you need information vs. Snake you should totally PM or VM Judo about it!
http://www.smashboards.com/member.php?u=129393
Me and Tutu know quite a bit about Snake v Sheik also. Basically when you land just abuse back air. You should always seek to trade vs Sheik (it rhymes so it'll stay in your memory!) because her weight class + fall speed are bootysweat. Don't air release, she gets a free DACUS. Sheik's airdodge and spotdodge are absolute trash. She can't kill you below 160 without a hard read.
Cooking grenades is difficult due to needles - one needle alone is enough to detonate a grenade. Use nades more to influence her position. Being above Sheik really blows though especially since you're very on/off about bairs the last time I read about you (though you might've improved since then at it haha). When Sheik is in ftilt range she is looking for you to block - that's the mixup/bait (she wants you to block so she gets free dash grab, then after you stop blocking and you spotdodge she gets to close in and punish or you try to ftilt she powerblocks and ftilts OOS).
Sheik's jab is a frame 2 but hits lower than Snake's so you should win jab wars. Did I mention Bair on landing already? I think I did but I'd like to mention it again, if Sheik even loses the trade twice that's 1/3rd of her stock lmao. When she's at the ledge, trap her. When she's in the air use that time to set up.
Recovering the usual way should work...there's nothing really special about Sheik's edgeguarding I think.
Are there any specific scenarios you need help with?