You've definitely got the right idea on how to play Diddy, but as others have said, I think a Final Destination video would be a better level to show off on, considering that is EASILY Diddy's best level. No platforms = No obstructions for your bananas.
Just a couple comments. I think you need to keep an eye on your bananas more. A smart opponent will continually try to steal 'em away from you, as your opponent did, but more often then not, they will be really predictable with where they are going to throw them, so use that to your advantage and counterattack accordingly.
Also, Diddy's dash attack is arguably one of his best moves, and it's important to keep in mind that you can do anything after using it due to the lack of lag. A popular choice is to perform a neutral A combo (the two jabs + tail slap thing) which will completely eat away at your opponents shield and force them to bring it down. You can also roll away from the opponent as they try to grab you and follow up with another dash attack, so be sure to use all your options.
One final thing: Diddy is a momentum player. The more you keep your opponent pressured with those bananas, the more control over the match you'll have. Once they make you slip on them, however, you'll start losing your mojo, and it'll take a lot to regain that lost momentum. So while it may be an obvious tip, don't let your opponent use those bananas against you, because it will SERIOUSLY mess with your head, and mentally screw you over.