I have heard many men call female characters a Mary Sue. The only time I’ve ever heard anyone call someone a Gary Stu is in a sad desperate attempt to defend their use of Mary Sue.
I previously linked to a good example of the term in use, but here are some pull quotes from the reviews for your reading pleasure:
“Holy special snowflake, Gary Stu.”
“Recommends it for: Those who like badly plotted male wish fulfillment Gary Stus.”
“-Gary Stu protagonist
-Sidekick(s)
-Fanservice love interest”
“Why not 5 stars? The ‘Gary Stu’-ness of the main character got on my nerves at some points”
“All I see is the mother (father?) of all Gary Stu characters, and a bunch of “oh I’m so original (but not so original that I’ll dispense with horses and inns and a sexist society)!” fantasy filler.”
“If you look to the left, you will see the main character introduced, Kvothe (aka, Kote, The Flame, E’lir, Shadicar, Reshi, The Thunderer, Macho Mage, Child Prodigy, Gary Stu, etc) in sweeping purple prose flowers all the way down your field of vision.”