I eat capfal recoveries. I don't see how it's hard, and I suck. Even when playing people better than me--must be and EC thing =P
Regarding sheiks grab. She has options to cover everything you do, but they are different for each thing, so mix them up. If you don't DI, she can Upsmash you. If you DI slightly back, she can b-air, turn around fair you (but I think that clashes w/ your n-air if you throw one out). If you DI ahead, she can regrab, f-tilt, lotsa stuff.
I find the best thing is to DI slightly forward, take an f-tilt, and then get away (ASDI+DI the tilt). After that, just n-air or d-air or something if she keeps following up. If they get into expecting me to DI forward, I just don't DI and I n-air. It trades w/ every option except the upsmash. Or could just not get grabbed. It's not like you should be in a place where she can needle->grab anyways, and that's how most of her grabs should be landing.