Just jump backwards and use CD. I used Heidern in 2k2UM and that would stop me in my tracks all the time. It's the close up ones in blockstrings that you have to worry about (j.D, d.A, Neck Roller).
What he said. I do it all the time when someone wants to spam that move.
Been playing with 2002UM lately and yes Heidern's Neck Roller is nasty
Since both three have good rushing special moves...use and timed them correctly
Try ROLLING (though risky) to dodge his Neck Roller and from there rush with a special attack
Athena: Use her fast Psycho Ball and Psycho Sword Attacks
Mai: Use Ryu Enbu and Kacho Sen attacks. Deadly Ninja Bees is also a good rusher
Mature: Despair is a good rusher
React and timed your attacks properly
Bolded text is only useful for combos. It's punished easily otherwise.