I’d love to share/talk about mine because ooh boy, do I have a lot! Some of their profiles are pretty sparse right now.
My three X-Men OCs are siblings (Gray, Rag, and Austin) and they’re for each of the three cartoons that aired a few years ago (Evolution, Animated Series, and Wolvering &, respectively). It lends to some weird continuity stuff I guess, but since they never interact I don’t worry about it too much.
Flame and her family are my Halo OCs. They’re felines, but I’ve done some serious world-building to be able to incorporate them into the Halo universe without throwing in a pyrokinetic cat for no apparent reason. I could go into it more if you want to hear about it
As far as avoiding writing Mary Sue characters, I don’t know that I have any specific tips, but I know that one thing I’m careful of is separating my OCs from the canon characters a little bit, so giving them their own side plots and worries and just other things for them to have to deal with as opposed to having their existence revolving solely around the canon characters.