Sheik's needles are extremely annoying for ZSS. They have crazy range, are extremely fast and can go through ZSS's lasers, making them really hard to expect (assuming you don't spam it). Izaw's Sheik guide also shows than the SideB, when close enough, can cancel the lazer and hit ZSS at the same time, giving it punish potential. Sheik is also one of the few characters with a chaingrab (not the same as Melee), which she can do to most of the roster until around 60%, take advantage of that the moment you grab her. Of course, the chaingrab itself is really tricky, so I suggest training a lot for the chaingrab alone.