I mean I'm no expert on the matchup of Pikachu vs. GaW, but I definitely play him enough to know a basic strategy. I found it's futile to approach him. His bair has a lot of hits strung together, then one final hit before it hits the ground. If you know this you can shield grab him out of it. Also, don't approach him unless you're absolutely sure he won't be able to just run away + bair you. I don't really spam thundershocks, since he can bucket them and then you have to watch out for that all match, but if you must and he buckets it, you should have enough time to run up and grab him.
So basically just play very defensively, shield his approaches, don't thundershock, and learn his moves. If he grabs you press R to tech his dthrow even if he isn't doing a dthrow, that way you won't get caught in any roll-chase -> usmash mindgames.