Well first off, welcome to smashboards, welcome to the Sheik boards.
Second just for you to know. You do not approach Lil mac. You charge needles and let him approach. Then you dodge, grab / ftilt combo him, into fair or bair or Nair, throw him offstage and then kill him. Just stayclose to the ledge and wait for him o come. You got the projectiles, you can camp him dead.
So, now for approaching,
http://smashboards.com/threads/approaching-enemies.371719/ <- here, sombody asked a similar question. You may want to read this.
However, in short, Short hop to aerial, run to shield, grab, turnaround grab and needles are what you ant to use, usually.