The MA non-resident return instructions (see below) do not specifically say to include your federal Schedule C when paper filing your MA non-resident return. Make sure to include all the forms and schedules listed in bold in the instructions below. 

According to the instructions for MA non-resident tax return Form 1-NY/PY (pg 21): "Be sure to include all five pages of Form 1-NR/PY and, if applicable, Schedule HC and all other schedules. Enclose with your Form 1-NR/PY, all state copies of your Forms W2-, W-2G, PWH,WA, 2G, K-1 and any Forms 1099 which included Massachusetts withholding. If making a payment, go to mass. gov/ dor/masstaxconnect for online payment options. If you need to mail your payment, enclose a check or money order payable to Commonwealth of Massachusetts and be sure to sign the check and write your Social Security number on it. Also, be sure to use the light blue mailing label when mailing your Form 1-NR/PY"

Click the screenshot below to view page 21 of the MA non-resident tax return instructions.

https://www.mass.gov/files/documents/2018/01/18/dor-2017-inc-form-1-nrpy-inst.pdf