As Sion he normally shits on me, no matter what I try to do differently. Max Q, go grasp, go glacial, comet, max w, I try these different strats and he still shits on me. So it makes me think I'm just not playing the match up correctly. Does anyone have any tips?
I don't play Sion, but when I play Garen against Malphite I rush a Spectre's Cowl and take Second Wind somewhere in my rune page. Those two together do a lot to mitigate his early damage, and while you might not be able to push him out of lane he shouldn't be able to handle you either.
Max E and buy 
so you can farm and poke him from a relatively safe distance
Malph has naturally god-like armor scaling but his mr scaling is pretty meh, so AP Sion does really well against him
Trade with him after his poke damage is down, make sure you gdt the last hit on him or else he'll last hit ulti you.
Or use true damage abusers and sit pack while your champions melt him down like butter.
