ArikadoX got most of the main ones. Nair will be your Rosalina edge-guarding BNB 90% of the time. It's easy to use, serves it's purpose well and can be chained into quite a few other moves. F-air and B-air will have a bit more punch to them, but are harder to hit due to being out for a smaller amount of time. U-air can be useful for catching a Rosalina going over you if you accidentally go too deep. D-air can be used while on the stage to spike a Rosa coming up over the ledge.
Vanish and Bouncing fish are your most powerful options, but require very good timing as their abundant recovery frames could mean a botched edge-guard if you miss (which is very bad for Sheik). They rely mostly on making a good read, which isn't too complex in theory, but is much easier said than done.
Something that isn't utilized nearly as much as it should are aerial needles (which can lead to BF). When throwing out a full clip of aerial needles, you are essentially putting up a very large, one second wall that covers a large amount of angling options for Rosa. Just say Rosa is low, near the bottom right blast-zone. You've read her movements and know when she's gonna pop her recovery, but are unsure of what angle she'll do it at. She could go slightly up to go onto the stage directly, or aim for the ledge for the invincibility. Neutral air, while fantastic for edge-guarding, can only cover one single area at a time (the area that the N-air hitbox covers). A full clip of aerial needles, however, covers a comparatively large area, as the needles shoot down in a very long and linear trajectory. This allows you to hit both of the aforementioned angling options, meaning that a well-read recovery is almost guaranteed to be edge-guarded. To add insult to injury, rising aerial needles can lead directly into Bouncing Fish, which coupled with the near blast-zone offstage area and Rosa's light weight, is basically a guaranteed KO.