However, it's a bit of a moot point in Scully's case, as canonical Scully seems fairly aware of how absurd her life is.

She does, indeed.

The point you raised about the slippery definition of a Mary Sue is a good one, too. The classic definition usually involves an OFC, but of course Scully isn't one in either of the stories I cited. I think Mary-Sueish works as an adjective.