Welp, needles are a must of course. Stops snakedashing cold.
As far as the rest of the matchup, if you can get in ftilt perfectly, he shouldn't be able to pull a grenade in his defense. If he's able to, you should be able to come out of hit stun first with Nair, Uair, or Fair. Killing will be a problem in this matchup, you can transform and kill with Zelda at an opportune time, rely on gimps since Snake is a fairly gimpable character, or if you want to straight kill him; probably around 140% you can start going for kills. Sadly, that's about a 40% difference in killing, 30% with good DI.
You are out ranged by his Ftilt and Utilt, but you can dtilt the first part of his jab since your crouch is so low. C4 kills very early so keep an eye out for them; same with Dsmash mines if he plants them while your offstage. However, needles will detonate grenades and are overall a better projectile. Dunno a practical use for the chain in this match but I would like to find one lol. Vanish could be a good killing tool for you, if you catch him off guard.
That's about all I got for ya. If all sheik, try and keep a kill move fresh if possible, otherwise, you can go to Zelda for a kill.