Yes I still get the same problem. I have even tried it using two linked telemetry radios. All I get is
pi@raspberrypi:~ $ sudo -s
root@raspberrypi:/home/pi# mavproxy.py --master=/dev/serial0 --baudrate 57600 --aircraft MyCopter
Connect /dev/serial0 source_system=255
no script MyCopter/mavinit.scr
Log Directory: MyCopter/logs/2016-04-30/flight20
Telemetry log: MyCopter/logs/2016-04-30/flight20/flight.tlog
MAV> Waiting for heartbeat from /dev/serial0
im wondering if you have had any luck with your problem? i am also using pi3 + pixhawk (using the above recommended cable with the wires swapped as per the ardupilot guide), serial ports are off. im getting almost the exact same thing as you although i dont get "Waiting for heartbeat" just "MAV>" entering commands like "param show ARMING CHECK" does nothing... just gives me back "MAV>"
by the way how do check the baud rate on the pixhawk? pretty sure its set to 57600 but i wanted to check.
hope you dont mind me joining in but i figured if were running the same companion computer and having the same issues we might be able to help eachother out!
you can connect rasp pi with pixhawk via telemery port. and i have hardware for make it easy!