Well, Mary Sue, used as term to describe a character, IS an insult, as it refers to a character that shows the author was not capable of making a character work with a believable number of abilities in a logical strenght, give a character believable flaws or was plain lazy.
A character can have made a number of achievements without being a 'sue'. but now imagine you'd open a book and read about a very young character who has accomplished more in a number of fields than old masters of that field ever accomplish, is always best at whatever s/he tries and even failures turn out to be in their favour.
All the while the character is played completely straight as in we, the reader, are to take him/her serious.
And it is a common misconception that authors could never write their characters Out-of-character.
If as an author you use the same character/setting several times, there has to be a certain personality/set of rules to the setting.
If, let's say, your character does not believe in anything supernatural and throughout the books nothing happened to change this view, you just CAN'T have him suddenly talk about ghosts and curses as if that is the greatest thing in life in a new book.
Or, if you have a setting were you need a certain genetic mutation to be able to learn how to fly (without machinery) and the training takes years. Then you can't go and have a character without that mutation start flying without any training and have no one wonder about it. not the other characters, not the narrative.
Characterdevelopement is thus:
See the character mentioned above. The one who doesn't believe in the supernatural. If you have a story/stories where he experiences something supernatural and there is no scientific explanation to what he saw, then you can have him consider that there might be ghosts behind the newest probleme, but he won't wipe away the possibility the there might be a scientific solution