Rolling towards them when they are using side b might help, but I don't know. If any character powershields and advances on our arrow spam twice in a row then there should never be a third arrow. Also if the are trying to roll towards you then stop arrowing and think about doing something else. If the Diddy is in the air to high for a normal arrow to be curved up and hit him then he will probably try to throw a banana directly on your head from there so stop arrowing at that point as well.
If the Diddy follows up every nanner throw your reaction should be shield the nanner then counter their approach. The nanner will pop up in the air for a little which hardly gives you any time. You can grab them and fthrow/dthrow (bthrow takes too many frames and you'll most likely slip when the banana comes down), nair oos retreating which will get the diddy a little damage, fsmash if you have enough time, or jump and z catch the banana then throw it back at him or keep it, run away, and spam arrows. Arrow spam with a banana is good because the nanner can halt their punish whenever they get close, it combos into another arrow and then you have time to pick the banana back up.
