No, "Mary Sue" is a more general term than SI. To take the extreme example, Marissa Picard is definately a Mary Sue, even though Steven Ratliff isn't a nine year old girl.

First-season DJ (especially before we started seeing his flaws) definitely had Mary-Sue-ish characteristics -- the brilliant, handsome teenager who's better than everyone else at everything, and all the appropriate original characters of the opposite sex fall in love with him. But, just as UF proved that in the hands of a good enough writer, self-insertion can work, NXE proved the same things about Mary Sue.