It seems to me like Diddy ***** ICs.
I had problems at first (didn't really know the MU), but after I lost to istudy I played against cpu ICs really often and watched many vids of ADHD vs ICs and it looked so easy I always wondered how he does it... he just gimps Nana all day. And so I tried to do the same. Like I said I played really often against cpu ICs to learn how Nana acts and stuff. If you've played them enough you know what she'll probably do (still random sometimes though ~_~) and then she's just... a victim. Diddy ***** her sooooooo hard. If you get a grab of and manage to fair/spike her she's so dead lol (but watch out for Popo to rescue her/edgehog you).
Like it was said already banana placement is important and you have to learn that you can't throw a banana at them and then rush them with dash attacks or something. This won't work most of the time, BUT: grabs will be really good.
You can try to throw a banana at them to be protectet from a potential grab and follow up with a grab and immediately throw them if you grab one (or maybe pummel so the other one gets hit from that). [don't do this if the banana will end up landing on a platform above you, because then you won't be protected] If you grab someone you can't be grabbed, so it's pretty safe (especially if there's a banana to cover your approach).
So try to grab Nana at low %s (so that you'll get easier followups on her), throw her away, follow up with fair to dair or something (depending on where she is (is she already offstags/is she at the right height to dair her etc)). Most of the time I'd say it's the easiest to wait for her to be at the right height and then dj-dair her to gimp her.
Keep in mind that if they're seperated you can play more risky and try to **** them. If you hit them away from each other like ALWAYS go after Nana and NOT Popo (unless you can gimp him or something), because that's an opportunity to gimp/KO her! (maybe it can work as a Mindgame to go after Nana and when Popo runs at you you surprise attack him, but this doesn't really work for me (always get's shielded and maybe even shieldgrabbed and then Nana is already there...).
Nana also won't really DI if they're seperated. If she runs back at Popo don't try to attack in the direction she comes from (if you plan on charging a smash or something), but in the direction she's running to. She will have really bad DI and if you can charge it enough she can die at like 60 %. But watch out because she randomly jumps sometimes...
Also, play defensively. Get the lead early (with peanuts/bananas) and then camp them. It's not too hard to punish their approach attempts. Not having the lead can make this difficult I guess (but it shouldn't be that hard to keep the lead...). Protect yourself with bananas all the time.
If you try to approach them don't fall for anything. You CAN be grabbed out of your dash attack. And always watch out for their pivot grab. Since both of them grab their grabwindow is longer.
If they blizzard just throw bananas at them (they go through and hit them). If they keep throwing ice blocks just ps them or if you're pressured too much just jump to avoid them (and maybe stay on platforms). If you want to throw bananas at them jump and then throw it.
If they are desynched and blizzard you and you get hit SDI up or away, because the other one could grab you out of it (desynched ice block to grab can also work lol).
Same with if they squall (sideB) at you (it's difficult to get out of that if you got hit already). If one squalls later he could hit you and if the other one's already regained control he could be able to grab you.
If they're in the air then they can't grab you so you can throw out what you want to try to stop them (fair them or whatever). Keep in mind though that the "priority" of their dair and uair is really really good (but only below/above them, so hit them from the sides/with bananas).
As for stages idk I guess most stages are good and I'm not sure if they really affect the MU much. I personally wouldn't take them to Brinstar, because if they're in your face all the time it can be really tough, because of their good priority attacks etc. Although I guess PS1 or Delfino or something can help you.
Some people wouldn't take them to FD, but I think it's still a good stage, because you can throw bananas up to cover you so if they grab you they can't infinite, because the banana will fall down and stop them. (there are never any platforms that stop bananas from coming down again (if they got shielded) to protect you like on YI (big platform that is nearly above the whole stage that will eat your bananas nearly all the time...
))
If you get infinited it could help having a banana in your hand. It could get dropped and rescue you (although you obv shouldn't rely on it lol).
Also, never underestimate solo Popo. He can be difficult to hit so don't take him lightly. You should be able to punish his recovery easily (edgehog to punish or shield to punish if he's going onstage).
If Nana is away and you think you don't have to worry about anything keep in mind that he can CG you to rather high %s if you get grabbed at low % and maybe Nana comes in time so he can infinite you... (another reason to go after Nana if they're seperated).
If they manage to grab a banana from you stay calm. If they have it they can't grab you as easily. But watch out if they desynch it (so one throws the banana and the other can then try to grab you, doesn't really work if not desynched though, I think).
If they have both bananas I'm never that much worried, because they lost their ability to grab. Just don't get hit by their banana throws and peanut them or something. If they use specials you should be able to punish them... or just stay near (probably better if in the air) and wait for them to throw them at you (don't get hit though obviously).
Summary:
*) practise with cpus and study Nanas movement
*) **** Nana
*) gg
(it's obv not
that easy but yeah... I think it's like 60:40 / +2 for Diddy)
Edit: oh yeah and keep in mind they have a really high trip **** (2 times more than all others (except Luigi), and they're 2 so the chance is even higher that one of them trips), so **** them for it if it happens lol ; also hope you won't trip into their grab.....