I haven't fought good Diddys yet, but I can 100% asure you it's much worse than Yoshi and Sheik. I'm not sure about Olimar because I haven't faced him in this game yet, but the one time I tried going Zelda against Locke it was impossible to do anything. She's too tall and slow, meaning she's just food for the lemon wall, and she has no real aerial option to try and get in. Nayru's is more an emcuberance because as soon as you reflect a lemon MM is free to grab you, and in the air there's nothing Zelda can do against him. Phantom is not quick enough to protect you from the lemons, so the only real option Zelda has is trying to walk in by perfect shielding, which of course is pointless because MM can jump back as he's firing. Maybe a lucky FW might get him if you catch him right after shooting one, but a good MM won't fall for that.
On top of that, once he's got her on KO percent, he doesn't have much trouble killing her either because of his b-air and u-smash.
Tbh I think MM is Olimar levels of bad for her.