1) Mix up your tech options off of dthrow. Mix up tech away, in, in place, and no tech. You should also mix up your DI on the throw as well (don't always DI the way you tech, don't always DI it even). Even your options out of tech/no tech need to be mixed up, this includes shine, spotdodge to shine, buffer roll, dash away, and many more. Your no techs can also be mixed up with get up attack, normal get up, roll, normal get up to buffer roll/shine, etc. You need to keep the sheik guessing, because most sheiks aren't the best at tech chasing on reaction. They'll often drop it in favor of reads which will get them no where if they can't read you.
2) Dash dance when they're not needling or are camping on/underneath platforms. You need to use your DD to bait them into an attack, such as ftilt, an aerial, or dash attack. Use this to get a grab or an aerial into shine followups. Use short hops into wavelands as part of your movement to bait things out as well.
3) If they like to needle camp, improve your out of shield game and your platform game. Needles are punishable. Make sure you get the lead as well, otherwise they might abuse there's.
4) Punish hard, but don't always go for uair after uthrow. Bair can be just as good because you can get them off stage, which nets you another punish if you grab the edge. If you ever get a knockdown on a platform, you can go for falling uairs into bair instead of just bair. This gets you more damage and stage position.
5) When you get the lead you can laser camp them hard. Even though needles do more damage/have stun, gettting the lead is a perfect chance to extend it every bit you can, especially if your remaining stock is at high percent.
