So, a lot of you probably heard about how Snake can't Up+B again if you grab his Cypher, right? What's actually happening is that you're grabbing him. Realize that when you hit Snake or grab him out of his Up+B, the Cypher continues to travel, and when the Cypher flies up alone it'll hit you. This interrupts your grab and causes Snake to automatically break out; without a double jump OR an Up+B.
So, I did some further testing with other characters. As it turns out, if you get grabbed out of the air, don't get grab attacked, and break out, you DON'T regain your double jump if you used it already. You WILL, however, regain your Up+B unless you're one of four characters - Mr. Game & Watch, Snake, Sonic, and Pit. Pit may have his own reasons, but the only correlation I could find among the other three which also applies to Pit is that they can all attack out of their Up+B.
SUMMARY: Getting grabbed no longer gives back your double jump. You also have to get hit/thrown. If you had a cancelable Up+B (Snake, G&W, Pit, Sonic), you don't regain your Up+B from being grabbed either.
OTHER NOTES:
Wario's Bite, Diddy's Monkey Flip, Kirby's Inhale, and Dedede's Inhale all count as grabs, and thus do not return jumps on their own.
Wario's Bite CAN gimp Snake in the same way as a normal grab, but you MUST time it to get interrupted by the Cypher, because Wario automatically bite attacks and breaking out causes Wario to toss Snake out, returning his Up+B.
Diddy's Monkey Flip works like a normal grab, except it's aerial and thus has the possibility of killing yourself as well.
Kirby's Inhale works like a normal grab, but getting hit by the Cypher interrupts you before Snake counts as "grabbed," so he gets his Up+B back. Since characters can "nudge" Kirby in various directions while they're inside him, it's especially hard to gimp Snake this way.
Dedede's Inhale works like Kirby's, but breaking out causes him to automatically spit the character out, returning his Up+B, but not his jumps (oddly enough).
Damaging a character in ANY WAY during your grab will give that character his Up+B back, regardless of which character it is. The exception is allowing the Cypher to interrupt your grab. Letting a character break out of a grab when you haven't pummeled him/her/it at all will result in a jumping break out of grab, which should give most characters enough height to Up+B back. Snake/Pit/Sonic/G&W are still screwed in this situation, though, because there's too much backward momentum and they don't have their Up+Bs.
So, I did some further testing with other characters. As it turns out, if you get grabbed out of the air, don't get grab attacked, and break out, you DON'T regain your double jump if you used it already. You WILL, however, regain your Up+B unless you're one of four characters - Mr. Game & Watch, Snake, Sonic, and Pit. Pit may have his own reasons, but the only correlation I could find among the other three which also applies to Pit is that they can all attack out of their Up+B.
SUMMARY: Getting grabbed no longer gives back your double jump. You also have to get hit/thrown. If you had a cancelable Up+B (Snake, G&W, Pit, Sonic), you don't regain your Up+B from being grabbed either.
OTHER NOTES:
Wario's Bite, Diddy's Monkey Flip, Kirby's Inhale, and Dedede's Inhale all count as grabs, and thus do not return jumps on their own.
Wario's Bite CAN gimp Snake in the same way as a normal grab, but you MUST time it to get interrupted by the Cypher, because Wario automatically bite attacks and breaking out causes Wario to toss Snake out, returning his Up+B.
Diddy's Monkey Flip works like a normal grab, except it's aerial and thus has the possibility of killing yourself as well.
Kirby's Inhale works like a normal grab, but getting hit by the Cypher interrupts you before Snake counts as "grabbed," so he gets his Up+B back. Since characters can "nudge" Kirby in various directions while they're inside him, it's especially hard to gimp Snake this way.
Dedede's Inhale works like Kirby's, but breaking out causes him to automatically spit the character out, returning his Up+B, but not his jumps (oddly enough).
Damaging a character in ANY WAY during your grab will give that character his Up+B back, regardless of which character it is. The exception is allowing the Cypher to interrupt your grab. Letting a character break out of a grab when you haven't pummeled him/her/it at all will result in a jumping break out of grab, which should give most characters enough height to Up+B back. Snake/Pit/Sonic/G&W are still screwed in this situation, though, because there's too much backward momentum and they don't have their Up+Bs.