Must do's for this MU include saving your double jump when you recover to rising airdodge thru her continuous hitboxes, not using crash bomber at kill percents, and teching dair. These are all based on survival. This is your biggest trump card in the MU, as she does way more damage from her BnB combos than we do zoning, but you can out survive her pretty dramatically if you learn to avoid all her kill setups. This is not only important for... not losing, but for securing kills as well. Kill throws are the best thing to have against bayonetta, as she can't Witch Time you for grabbing, but ours really doesn't work unless we have rage. B-throw is also a great damage racking throw, but try and keep it fresh when you are nearing kill percent. Of course, we have an easier time refreshing moves than most with pellets, so don't be afraid to toss out some bthrows early in the stock.
Sit down with a practice partner and learn how to punish her Heel Slide Kick. Good bayonettas aren't going to rely on this to approach, but you'll see a lot of it in the coming months as badonettas come out of the woodwork.
Next, I might have already said this in the thread, but its worth repeating every single page. Learn. To. SDI. You aren't doing anything else while you are getting BnB'd towards the roof, so don't just sit there. Start SDIing, especially during Witch Twist.
Try and zone away from her 'danger zones', which is basically where she can hit with side B, Witch Twist, or Divekick.
Play around with her Witch Time and see what range is safe to use projectiles. Unfortunately this range makes it pretty hard to use Metal Blade hit confirm, but she doesn't have a true kill confirm on us either unless you don't SDI. Air shooter can rack damage safely from outside the range, for example.
As she uses her specials, she accumulates landing lag in the air. She can cancel this with Witch Time, but not with aerials. This means a lot of bayonettas will be trained to Witch Time to avoid landing punishments. Knowing this, she will also throw out bairs to stop landing punishes like grabs that beat Witch Time. Learn to powershield the bair and utilt her to death, this is a nice power play that will get you early kills.
Another kill mixup unique to megaman, that can get you early kills, is varied-timing f-smashes. If you notice she is preventing landing lag punishments by using landing Witch Time, walk up like you are going to utilt her landing. Start charging F-smash, she will see the startup and Witch Time (you should be close)... then you wait, and fire it a few moments later. Boom, half charged F-smash on her, and her Witch Time is worse.
Don't get discouraged as you get combo'd just focus on SDI and remember that avoiding the kill is much more important than her early BnB damage.
Don't challenge divekick really high in the air or you will die at 50%.