I agree about EoT. I am thinking more Mission Impossible and Jack Reacher. In which he is great at everything in those films.
Those examples prove that "Mary sue" is definitely a thing, regardless of gender.
The term being used by people with a sexist agenda, doesn't invalidate the existence of the concept.
Hell, Ethan Hunt is a very shallow character, and Jack Reacher is outright embarrassing, in how hollow of a power fantasy it is.
I say this as someone who has enjoyed both, mind you.
I also don't think Rey qualify as much of a Mary sue, since she's clearly goofy and flawed in character, similarly to Luke she's more naive than anything, and shows some vulnerability.
and her "abilities" are mostly to move the story forward, and give her something to do.
She's not a very deep character, but it's Star Wars, there are no amazingly deep characters in Star Wars.
EDIT: I should say that i personally always used Mary Sue as the unrealistic "perfection" of someone's character, more than someone's physical abilities, but i guess it's an interchangeable thing.