You need to cancel the first jab; the most common way to do this is to crouch immediately out of the jab (there are other things that can cancel jabs like jumps, dashes, and turns, but crouch is the most useful in this situation; I only mention this because jab cancel is super useful for other stuff like jab -> dsmash and jab cancel shield pressure). Crouching will cancel the endlag of your jab 1, and you can do basically anything out of it. Then grab immediately out of the crouch. If you hit z while still in crouch, though, you'll buffer a dtilt, so you need to be careful of timing. If you're really stuck, you can do a jump-cancel grab out of the crouch, which sacrifices a few frames of speed for being easier to do imo.
Desync ice shot to force them to shield and then grab is a pretty handy grab setup. Pivot desync can do some fun stuff, like pivot desync -> Popo smash -> Nana dair and pivot desync -> Popo smash -> Nana grab. That said, working on your fundamentals in order to get grabs will significantly boost your number of successful grabs more than all the cool desync setups combined. The desyncs certainly help, though! ^_^
