Against Scorpion, you definitely want to be patient when it comes to using no Ice Balls and being ready to Parry Ninjutsu's F2. However, you should also be ready to rush Scorpion down, especially on wake-up, since, unless you're jumping in, the only thing Scorp can do is Takedown, which is pretty ass.
As for anti-airs, while it's true that there are situations that UB doesn't have the best go to button, in those cases you can simply slide to get out of the pressure. It's also important to know when you should escape, versus when you can legit punish with a S1 or Slide or D2 or instant JK, many of which can lead to 20% damage with the right conversions.
Against Shaolin, like against all KJ variations, you need to use Parry sparingly, since KJ's NJP beats it and all of his wake-up's beat it. Otherwise though, you can play your game as normal, waiting to punish whiffed/blocked NJPs with Slide or a full combo if you're close enough. Against Shaolin specifically, be sure to go into training room against his Ark Kick/Slam, so you know when to back dash/poke.
Against Ermac, again, patience. Have Aura up so you can punish his Ground Slams with a full combo. Don't use Parry on wake-up, because it doesn't work against his options. Don't try to anti-air his cross over JIP. Instead, just slide out. Learn his OH/low options, so you can block correctly, and learn his plus frames. Beyond that, you can run the usual game with the post burst onion.
Hope these help. If you have any others, let me know, as I've played him against just about everyone.