MK has a few other approach options other than just plain fair or tornado. Listen to Shears, first of all... he seems to know what hes talking about (although I cant confirm the chain-grab). Practicing against CPUs can help alot with ness because you get to practice chasing him off the stage to kill him when he's using his return. This is ness/lucas' biggest weakness, IMO... they are easy targets when using it. If you can perfect that, you will have a MUCH higher chance of winning vs. them.
As far as approches go, there are other options... keep in mind that any time you run at him, you can shield his PK fire and it will do nothing. sometimes i will approach, knowing that they will PK fire, block it, then run at them to hit them before they can complete a second one.
here are a couple that you could try:
1) dash attack into upsmash or downsmash (try to use downsmash as little as possible though, for decay reasons). When doing this, make sure you dash THROUGH your opponent so they cant shield grab you. As with any of these options, try not to become too predictable.
2) Fair > Fair > Fair > Dair. Basically, you perform consecutive arials while still moving upwards/forward with each hop. then, you can finish it with a Dair when they arent suspecting it. Sometimes I do just one Fair, sometimes I do several. You can also perform multiple Dairs while hovering above them, and choose the right time to fast fall it (usually when they drop their shield or finish dodging). Always make sure you land (whether Fair or Dair) out of range of a counter throw (I like to land behind them with the Dair, and I DI backwards if Im landing from an Fair.
3) Drill rush is a decent approach, as long as you use it right. Alot of ppl claim this move is easily punished, but I disagree if its done correctly. For one thing, I like to end the attack with a downward vector. This will not only ensure the final hit connects which has the most knockback, but also helps to keep distance after the attack so its less punishable. Also, if you are unsure whether they will be ready for it, try to end the attack behind them so they cant retaliate afterwards. Usually when you get punished for this move, its because the move ends right in front of them, and they are able to shieldgrab you. This move is really good against ppl who roll too much, as it catches them in the roll really well. You can also Drill Rush at an angle downwards from the air... this works really well against projectile spamming opponents. You can approach via the air, then when he does PK fire, you drill rush forward and down, hitting him as he does the attack. Again, dont be predictable with this one.
4) Walk > Ftilt/Dtilt
Sometimes you can become too predictable when you are always rushing in, so you can try creeping in slowly with a walk. Be ready for the PK fire, block it, and hit him with a tilt.
5) Glide > Glide attack
Remember that you can glide without using shuttle loop. Using shuttle loop can become a little obvious sometimes, and people begin to expect the glide attack when they see it. Also, SL is one of your best KO moves so dont waste it when you dont need it. Sometimes I use this regular glide to avoid projectiles , and smack em with a glide attack when I get within range. Also remember that if you perform the attack low enough to the ground, there will be no lag from the attack and you can combo into something else or evade any counter they might have in store for you.
6) Don't forget to use throws! Mk's Dthrow combos really well into Fair, or even into Shuttle loop at higher percentages. Using throws is so important because it keeps your opponent guessing. This one is obvious, but its still worth mentioning because a good grab game can make or break a match.
hope this helped, gl with the ness matchups in the future!