Stages
Brinstar: The nonsolid main platform is bad for Zelda, but the close boundaries, hittable stage parts, uneven ground, and SD-saving lava push this stage in Zelda's favor. She will be killing you at retardly low %s (especially if she lands a uair when you're stuck on a platform), her multihit smashes become very dangerous when she's near the goop, and there are several parts of the stage where she can pin you in her dtilt trap and the uneven ground will make it very difficult to DI out of. And on top of that it's a bad stage for camping. This is one you might possibly want to think about banning vs Zelda.
Norfair: This one is also great for Zelda. Gimping her or taking advantage of her recovery lag isn't even an option here. Once she's at kill %, she can camp the bottom platform and be incredibly difficult to approach. She can stand under the little lip on one side so that none of your projectiles can hit her, and still bend her Din's up to hit you. Also a possible ban.
PS 1 is like Lylat Cruise Light, the edges are very hard for her to sweetspot so it's not a bad stage at all to counterpick her to. There are better options though.
Frigate Orpheon is obvious, but Jungle Japes is also a good counterpick. Zelda sucks at getting out of the water. If she falls in, just chase left and laser her in the startup lag of her up-B. It's too easy to gimp her there. ROB also lives beyond forever.
Zelda's also have trouble with nonsolid platforms, so Delfino is a possible CP. Halberd is risky because it's solid for a lot of the match and it has a low ceiling.
More matchup stuff:
Zelda's dair isn't that dangerous. ROB is the hardest character in the game to successfully spike, by far.
Her dsmash isn't that dangerous to ROB either. The only reason it's dangerous to other characters is because it sends them at a low angle from which it's difficult to recover. ROB doesn't have that problem.
Ftilt is only good for punishing in this matchup. If you spam/poke with it, you'll get caught in her fsmash. Although, ROB's fsmash beats Zelda's fsmash if they're spaced right, because ROB's is more disjointed.
ROB can outcamp Zelda. Din's are slow and easy to shield. ROB's projectiles can be mixed up in speed and angles, and are much harder to shield. Zelda can throw out a reflector, but a good ROB will never get hit by reflected projectiles and if she reflects a gyro, ROB can punish with a laser in the ending lag if you time it right.
Zelda can be gimped, because if ROB is off the stage harassing her with fairs she literally can't up-B. But in a real match, Zelda can always up-B through ROB to the stage before ROB gets out there to gimp her. The trick is to jump off the stage and catch her with a fair when she attempts to get to the ledge with her 2nd jump instead of her up-B, and keep the pressure up until she dies. She will only make that mistake once though.
Don't spam spotdodge against Zelda. Her usmash is too good. Shield the whole thing and punish OoS.
Speaking of Zelda's usmash, it beats every one of ROB's aerial approaches, so play smart.
Whenever she dtilts, DI away. This will save you damage at early %s and utilt kills at higher %s. Do not challenge her dtilt, it has scary priority. Walk away and punish with an ftilt.
Glidetossing doesn't work great if Zelda predicts it. Even if you throw the gyro down so it doesn't get reflected, her reflector will hit you before you can do anything anyway. If she hides in her shield though, then by all means glidetoss her ***.
More to come later if I think of anything else. This is the matchup I've been playing the most for the last month or so, and while my training partner isn't quite tournament caliber yet, he plays his best against me and I've learned a lot about the matchup.
I'd put it at 55:45 with a slight edge to Zelda, just because she racks damage like crazy (21% LKs and 16% Din's wtf?) and kills very well and is not nearly as easy to gimp as you might think.