For Sid, there are three missions you have to do.
The first mission is called Obey
the next mission is obey (again),
and the final mission is obey (one more time)
All of these characters side missions are just mini games that are already in the game.
Like races, Mayhem, Genki TK, etc.
I'm not one hundred percent sure sex with Sid is necessary to get the achievement, and I did it just for shits and giggles.
These can all be done fairly early in the game.
You just have to make sure that you already have rescued/recruited CID.
Obviously.
Thank you ShadowsofSatan, for verifying Sex with CID IS necessary.