Know how to tech the D-throw. Space well, and when you get in a hit, try to keep up the pressure since most of G&W's attacks come out fairly slowly in comparison.
Approaching him can be difficult since his D-tilt and B-air usually beats most of MK's attacks unless you have super good spacing, but the Tornado can beat that. Don't Tornado much though, since G&W is one of the best characters in the game at punishing it. Dash attack, U-air, Up-B, and sometimes Judgement and Smashes all beat the Tornado. U-air and Up-B in specific launch MK into freefall, and the wind hitbox extends pretty far horizontally from G&W, and a bit below him if I recall.
Recovering from below stage is a bad idea vs G&W in case he slowfall D-airs since it can beat or trade hits with the Up-B and that could get you stagespiked if you're not careful. Not many G&Ws currently do that, but believe me, Slowfalled D-airs are really good for edgeguarding.
Otherwise the other main thing I find about this mathup is MK is easy to U-air stall due to having low aerial DI when not using specials or gliding.