Everyone pretty said what I was gonna say, but wanna add a bit more since I have good Sheik experiences.
-First off, in your match you were air dodging like crazy when trying to land back on stage! I know it's difficult to do so when you're in the air above Sheik but don't show that you're scared. Instead either throw out an attack before you land (F-air, D-air, or early N-air preferably) or go to the side of the stage and grab the ledge then try to get up (or Up-B past your opponent and hope you'll land safely unpunished).
-If Sheik spam needles for days, just keep doing the Gravitational Pull until they give up and approach you, but use the move a bit early or else Sheik will have enough time to punish the cool down of the move. Don't worry though, after you finish using the Gravitational Pull, the Pulling effect will still last for another second while moving around. (I hope this made sense). I thought about using Luma as a shield to approach but for some reason Rosalina also gets hit sometimes, not to mention needles do a lot of damage and can quickly kill Luma. I don't recommend this particular tactic.
-PLZ watch out for Sheik's Flip Kick (Down-B), it's so disrespectful! This is why Rosalina's tilts should be used more than smashes attacks and Luma Shot in this match-up so you'll have enough time to shield against it. What can also be done against this move is either beat it out with Up-Smash or possibly F-Smash if predicted and have the timing right, or move out of the way and punish the landing lag (it sounds pretty strict but it works for me).
-It's possible to also Gravitational Pull Sheik's grenade but only when the grenade is still attached to the string she holds. If you Gravitational Pull when the grenade is already detached from the string, then it will not work and you will get hit. This is where you really gotta pay attention if you want to Pull it.
- Pivot Grabs are awesome against Sheik since Rosalina stole its range from Snake in Brawl.
-Lastly, I know it's already stated but DEFINITELY keep Sheik above you and keep juggling her with Up-airs! There's not too much she can do about it (not even her D-air can beat Rosalina's Up-air from what I dealt with).
Now that I thought about it, I think I should've mentioned all of this in the Match-Up Thread lol.