Sigh, now I have to learn to use another character ;_;
I hate Zelda lol.
~shrugs~
Just man it, the falco match up for sheik isn't as bad as people are try to make it sound.
If you are nearing the ledge in the chain grab and think he's going to try to spike you can either Di away and quickly meteor cancel if he does hit you (if it's even necessary) with your jump and then into a up B, which should get you over the edge if done correctly or Di toward him so he might spike you into the stage. Just make sure if he go over the edge(that's assuming the falco is smart and edgehoging) that you start Di up and toward the stage immediately because odds are he will either fsmash you or downsmash but since the chain grab only works in the low percentage he wont be able to kill you right then and there on most neutral stages just from a chain grab.
Now moving onto Zelda...
I don't understand anyone who would start as Zelda for the first half of the Falco match up only to change back to Sheik once you have like 50% of damage. Unless you think your Zelda is going to do so horrible that falco wont even be over like 40% by the time you are given the optionality to change back then I see no point in using her besides scoring the final blow occasionally.
Yes, it's great she can't get chain grabbed
Yes, it's nice she has that crappy usmash comboing thing which is great for weakening her best killing move by the way.
Yes, she has a reflector (which is like the worst reflector in the game just for it cool down time)
All of that does not at least in my eyes justify not using someone who if used correctly can combo a character to the blink of death with one well placed ftilt. Not to mention all the other low percentage combos/chase games you can only manage to do only when falco is in the low percents which can be used to set up for another attack or even gimp.
Has superior and easy to use gimping abilities
Far more useful and easier to land projectile
and can just as easily avoid the lasers by ducking.
If you are going to start the match as Zelda and use her just to avoid chain grabbing then just stay Zelda. The match will be a lot easier for you if you do.