When they are coming from far away but can still land on stage, jump off the plataform and Bair to turn arround, after that you have 2 options:
- They keep falling and you land a Bair
- They see what you are up to and double jump.
They thing is, against not so good sheiks who don't know the matchup, they won't see that Bair coming and they will be killed by it.
Against sheiks who know that, they will have to choose to double jump or not, if you bait the double jump and don't Bair, you can get back to the plat and edgeguard more easily (they are more predictable without their 2nd jump)
If they are not so far away, you can only hang up the ledge, wait for sheik to upB into the stage and punish accordingly. I like WD into stage turnaround Fsmash, or sometimes mess with them, turn around Fthrow them (they'll DI into the stage cause they are scared) followed by Fsmash (most times a tipper).
Also when they double jump into the ledge, sweetspoting it with sheik is really hard, throw a Dtilt if you are on stage, many of them will land, you'll see.
Those are kinda the strategies I use for the matchup