Just watch KK and M2K really. 3+ needles land cancelled into a grab, running off a platform into needles>grab, ftilt>anything, etc. One of the key aspects of sheik's combo game is dair. There will be countless times where you can simply fair/bair someone offstage to end your combo when you could have used dair to extend your combo into a kill. Learn to use dair. KK does this most prominently imo. In case you dont know, you don't have true follow ups from grab like in melee. Your best bet is to mix up f and bthrow and hope they dont react to bthrow.