Yeah, honestly, don't get grabbed. Sure, that's a hell of a lot to do, especially against Mr. Range of God, but if you force the Marth to come to you (or even just pressure him during your own approach) which can be easily done with the shl, his potential to work in a grab will be severely diminished, at which point you can have fun comboing him 'til Tuesday.
Now, should you actually get grabbed, there are no platforms around, and you can't pull out a shine, go make a sandwich. No point in wasting your time watching Falco get destroyed.
Truly, your real objective should just be to own Marth harder with shine combos than he can get you with grabs. You're gonna get grabbed eventually, so just do your own damage first.