Well, Falcon's tech roll is so slow that it will be hard to escape. Even if you don't get grabbed again, a Sheik could dash attack you on time (with slow reaction) if she is facing the right way.
Your only hope is for your opponent to not have good reaction time and not learn you patterns. Cause really, even good reaction time with some vague idea of where falcon is going is easy enough for a Sheik to tech chase.
So make sure you don't get CC space nair, use stomp, or grab. Make sure to watch out for the grab with spacing cause if they are at a position where they can grab, usually they would make that choice to grab. If they start dash attacking, crouch canceling ftilts/dtilts/jabs, and/or fair/nair when they are that close to you, then you will just have to do better to not let your opponent in that zone cause she has way too many options that close. <_< You probably already know this, but don't spot dodge with falcon cause all that would happen is that Sheik would try another grab and she will get it. Either roll (preferably back) or counter attack cause again....his spotdodge sucks.
If you get grabbed, you usually want to DI away (or towards a platform if you can do that), but it is sometimes a good idea to mix up your DI. Cause like I said earlier, Sheik can dash attack you if she is running and facing you very easily and your still pretty screwed then. So sometimes, change it up by not DIing as far away (at the price if your opponent is ready by allowing an easy dash attack, reset jab/ftilt thing) as you can and/or do not tech when you land (again at the price of getting jabbed or dash attacked so usually this tatic works best DIed far away). If Sheik likes to jab reset grab, then predict the (the incredibly stupid 2 frame) jab and counter with a get up attack invincibility attack (invincibility frames). Usually she can just jab you before you can even do the get up attack if you don't tech (cause of the lag from bouncing on the ground =/), so if your opponent is doing that, then tech roll behind her (preferably just because of that stupid dash attack but if she starts baiting/predicting that then mix it up more). These are general guidelines, but the best options are not always the right choice so definitely mix it up. It is also important to know that mixing up your tech rolls doesn't mean doing different ones every time or that is predictable too (it would pretty much be a 2 option guess since not teching/teching can be punished by Sheik, she just needs to know if you are going to be in that location for get up unless she is being more reactive or trying to bait your rolls to see what manipulates your rolls) Does your opponent have a pattern for tech chasing or do they know your pattern? Are they going to tech chase in a more reaction way (which is very possible for Sheik against Falcon if they just do regular techs), baiting way (trying to make you roll, tech, or get up in a certain way by movements or actions), habit way (like doing middle, left, right because of some bad forming habit), or are they just going to guess where you go (guessing that you will do a certain roll by either pure guess or knowing where you will go with no manipulation or despite manipulation)?
To answer your question, if a comp were to play this game, you will probably always get tech chased (I wouldn't think always grabbed but I dunno).
Why did I reply to this, I haven't gave advice in forever why would I do it now?