Yeah. Invincibility on Down B kicks in late, but he's still invincible previously from grabbing the edge so it doesn't matter.
Thunder Jolts are bad. In the air, they travel Diagonally down and are easy to avoid. If it clings to the edge, you can try to eat it while invincible, or drop down vertically/not hug the edge so close. Thunderjolt would be REALLY good if Pikachu didn't lag afterwards so dang much. Even if you jump, move forward, shoot it, and follow it, Pikachu can't capitalize on it.
As for Snake's other projectiles, No. C4 you can stay invincible throughout it all, and if you see him go to explode it, you can airdodge for further safety. You can also Down B invincible edge grab. Nikita is interesting. You can purposefully take the hit while invincible, you can invincible Down B onto the edge, you can hit it with aerials and have it fall (you can hit Nikita with attacks to deflect it and temporarily make it not active/make it hit you). Nikita if he tries to drop it in really high, you can move onstage and threaten to punish him. Either he will cut it short, and you simply move back or shield it, or you punish him for doing it. The further back Snake does Nikita, the less effective but safer he is. The closer he is, generally the more of a shot he has at actually hitting MK with it, at the cost of it being riskier to try. In the end, MK is 100% safe regardless of what Snake does.