Just to clarify: assuming you timed your meaties with the jabs or what have you correctly and the Dhalsim still avoided them, then odds are he succeeded in pulling off a reversal teleport on wake-up. Those are strike invincible only, so what that translates into is the ability to snatch him out of it with a grab instead with the right timing, be it a normal or a command throw. Not to say that's your only option dealing with those if the Dhalsim is being awfully transparent however; you were right to notice that he has insanely long recovery frames with a grounded teleport, so it's entirely possible for you (and virtually everyone in V's cast) to chase him down or punish it on reaction if you do nothing and bait it out. In Mika's case, depending on the distance of course, she can just continue walking forward a bit and for example perform EX Peach (or her armor move if I got the name wrong) well before Dhalsim can even retaliate.
Another danger (for Dhalsim) to note about grabs on wake-up against the likes of Mika: the usual counter-measures that other characters can utilize against a command throw are not particularly effective for him either. Sure he can backdash, but it only covers a very small distance and it too has a relatively long recovery animation to it, so he has to be damn sure a grab is going to happen. Otherwise he'll eat a Crush Counter or a damaging combo if the other player accurately read the situation. Secondly, neutral jumping is also not as threatening since his arc is so floaty, meaning that if the enemy anticipates it correctly, his options from that position are very limited on top of the high likelihood he might not descend quick enough for a full combo punish. He can resort to an aerial teleport if the opposing player leaps after him, but he'll still be very vulnerable from there against most characters.
Wingless Airplane works against instant-air teleports too, but it's much safer to simply go for fast normals (which leads to a 50/50 mix-up) if he's being gungho about it.