well, it depends on how technical you want to be.
If you want to be extremely technical it's zelda, because can obviously change to sheik, and sheik chaingrabs sheik to death.
If you look solely at the tierlist, it would be y.link, which makes some sense. He can actually GET away from sheik, unlike zelda and kirby.
If you want to talk about the most annoying, it might actually be kirby; because kirby can duck grabs (i dunno about boost grabs, i've NEVER figured out if boost grabs actually grab flat characters, since i dont play sheik).
if you look at the handy dandy matchup guide (i really do hate this thing), then it's a tie between y.link and zelda.