Sheiks will do either early F-Air or late F-Air from their short hop (since Sheik's short hop is pretty long). This means you can very easily D-Dance Grab the early F-Air as it whiffs, and stuff the late F-Air with an aerial (N-Air) before it comes out! Pay attention to how the opposing Sheik likes to do their F-Airs and punish accordingly.

Double-Jump -> falling F-Air is really good pressure as the start-up lag of the F-Air is mitigated by the Double-Jump (you will start your F-Air way above your opponent, therefore making it difficult to stuff with grounded attacks. This means the F-Air will whiff-punish these grounded attacks (like Sheik F-Tilt), and since F-Air is quite safe on shield (especially when spaced), it doubles up as shield-pressure, limiting your opponents escape options to reading it with an aerial (like U-Air), or moving away. Doing this near the ledge is ideal as it limits your opponent's escape options. Even still, during your double jump you can sometimes react to your opponent's escaping movement and hit them with a different aerial (U-Air and B-Air are usually the best options since you will need all the range you can get. N-Air -> Jab/Grab can work too but is gimmicky, especially since the former two options lead to an easy F-Air or grab depending on percent). Additionally, making your opponent attempt to stuff this with a U-Air of their own is risky for them, as you can read them doing this and destroy them with U-Airs from below!