Sorry if this has been a bug that has already been reported but I went through the first 20 pages using ctrl + F and didn't find anything related to Me First.
Maybe I'm blind.
So I used Me First with my Lucario on a Honchkrow. Me First said "There is no target." and then Honchkrow hit my Lucario with a wing attack. I'm pretty sure Me First works on damaging moves last time I checked Bulbapedia.