If you're trying to ASDI down why not just WD approach to CC to stuff? Maybe I'm not understanding what you mean there.
I'm not worried about the grab as much as a second D-tilt.
Every option here (except jab) loses to Dash away though, which is likely what the Marth will opt for in this type of pressure situation. Jump fade away Fair is as safe as usual.
The Spot dodge approach has 1 more frame of leniency than the triangle jump. So it has more of an advantage if done perfectly.
The situation I'm thinking about involves Marth walling you out with f-air/d-tilt to limit your forward movement. It most frequently and problematically happens when your back is to the ledge.
If he's in control of center stage, wavedashing straight at him will get tipper d-tilted/f-aired/f-smashed ~90% of the time. I just made that number up, but the point is that he can react to your forward movement relatively easily, and it's difficult to bait and punish a move when you have little to no space to work with. In neutral you have the liberty to vary your movement, camp with projectiles, or approach (and retreat if the approach didn't pan out). Near the ledge, if you get hit or cornered, Nana usually winds up dead.
In order to WD around his d-tilt, you would need to start the WD from just outside his range, right as the hitbox for his d-tilt comes out. In this particular mini-game, I don't see that as very likely, because he has no reason to d-tilt unless you're already moving towards him/about to enter his range. The timing is also pretty tight because if you're a frame early you get tippered by d-tilt and sent sliding off the stage. Not to mention, if he opts for any other move, you're probably still getting hit.
I don't think spotdodging would help, because if you were close enough to spotdodge the d-tilt you could have just grabbed him, and it gives you at best a +1 frame advantage, with the average case being much worse than that.
Approaching with shield is usually pretty good. You can get closer to center stage, save yourself from being hit, and potentially grab or roll past him if his spacing is bad. The downside is that your shield gets worn down pretty quickly, and if he shieldpokes or clips Nana during a roll, she might die. Side note: You can shieldgrab his d-tilt from somewhere around 2/3rds the length of his sword because his hitbox extends forward.
The reason I see airdodging as an interesting option is because it can get you past any move, not just d-tilt, and puts you in grab range. It doesn't require as much luck and potentially has a higher payout than shorthop f-air. ASDI down is pretty good against Marth in general because most of his moves have low knockback and horizontal trajectory if he misses the sweetspot, and staying on the ground is a lot safer than transitioning into the air.
It's true that if he's patient he can just dash away and react with spaced f-airs, but at least then you've gained a bit of stage control. My intuition is that it's still worth trying out and that the worst possible outcome would be Marth getting some kind of f-throw tipper combo.