I've also heard the terms "Gary Stu" or "Marty Stu" applied when a male character suddenly exhibits the author's obvious (and inexplicable) wish fulfillment.

There's another nuance that becomes problematic, as well. "Mary Sue" is often misapplied to refer to a character who is just all-around badly conceived. But even well-written characters can have "Mary Sue moments" -- where they essentially behave out of character in order to shoehorn in the author's own personal narrative/monologue for a particular scene. I've been guilty of it, as a writer. And TV writers are especially guilty of it. This can be done with both female and male characters -- and, in my view, it does a disservice to the character as a whole while also insulting the readers' intelligence.