I think further elaborating on why you're getting grabbed would be helpful. If you're air dodging near the stage, then you're pretty much grab/attack bait. What you need to do is recognize where your opponent is going to stand and move away from them. Let's say you've been knocked off the stage and you're coming back with your second jump. If your opponent is near the edge, then you want to recover past them. If they're kind of at a distance from the edge, try going for the lip instead. It has become common knowledge that a stand up position from the edge is the safest because it requires fewer frames than the other get up options.
If you're above the stage itself and your opponent is chasing you, use a second jump as you descend and fast fall away from them. Make them think you're going one direction but go to another. Sometimes a retreating forward air might be good if they're expecting you to air dodge as you descend. The sparks are a hitbox that aren't exactly apart of Ness' body.
