OK, I'm doing some tests on chain-grabbing up and down slopes. Let's see what I can come up with (using Yoshi's Island Melee to test)...
Mario:
Up-slope- No. Lands too early.
Down-slope- No. Jumps too high.
Luigi:
Up-slope- No. Lands too early.
Down-slope- No. Jumps WAY too high.
Peach:
Up-slope- No. Lands too early.
Down-slope- No. Jumps too high.
Bowser:
Up-slope- No. Lands too early.
Down-slope- No. Jumps just a bit too high.
Donkey Kong:
Up-slope- Not sure, but it looks like he lands too early.
Down-slope- No. Too high.
Diddy Kong:
Up-slope- No. Lands too early.
Down-slope- No. Jumps too high.
Yoshi:
Up-slope- No. Lands too early.
Down-slope- No. Jumps too high.
Wario:
This is a special case since Wario has such a unique grab-release. Basically, when facing up-wards on a slope you have MUCH more leeway to perform the infinite, and facing downwards the infinite also seems easier than it is it when facing horizontally. You can still do follow-ups on him, also. I need more people to test this.
Link:
Up-slope- No. Lands too early.
Down-slope- No. Jumps too high.
Zelda:
Up-slope- No. Lands too far. Yoshi's tongue doesn't reach.
Down-slope- No. Jumps too lates.
Sheik:
Up-slope- No. Falls way too quickly.
Down-slope- YES! And you can up-smash out of a grab-release, too!
Ganondorf:
Up-slope- No. He falls too quickly.
Down-slope- No. He goes just high enough to avoid it. No up-smash, either.
Toon Link:
Up-slope- No. Falls just a bit too fast.
Down-slope- No. Jumps too high.
Samus:
Up-slope- No. Falls out of reach.
Down-slope- No. Jumps too high.
Zero Suit Samus:
Up-slope- No. Falls to quickly.
Down-slope- No. Jumps too high.
And I just gave myself a hand cramp trying to get Zero Suit Samus to appear with the Wiimote. I'll get the rest of the characters later. @_@