Here:
http://www.scp-wiki.net/decommissioned-scps-arc

Early in the history of the SCP Foundation, they had a spate of Mary-Sue SPCs, usually superpowered humanoids who stayed in the Foundation by choice and had to be treated nicely or they'd kill the researchers. Eventually, the site admins and better writers got very tired of this and had their author avatars decommission the worst of these SCPs. Now even the more powerful author avatars have been toned down or killed off, and Mary Sue articles are downvoted to oblivion and deleted. I have permission to write SCPs, but I've never managed a successful one. Most of mine were just judged "mediocre" and replaced with better ones eventually; I guess I'm just not that good at horror.

I wouldn't actually try to kill an SCP. What I'm more interested in is how the SCP foundation continuum fits into PPC lore. Is it quarantined, because their writers have to be approved? Or is it an in-progress canon that is aware enough of its own status as a work of fiction to weed out its own Sues? Usually a continuum is quarantined because th author has demanded no fan-fiction be written, but the SCP Foundation is just carefully curated, not completely closed.

If it's the latter, then the SCP Foundation might very well be a good disposal site for a Mary Sue. There's also room for collaboration or crossovers, or mentions of SCP objects and lore in missions.

But no, we don't go after SCP. For a number of reasons.