How do you write a character who is incredibly gifted at sword-play, but you don't want them to be a 'Mary Sue' either?

The story should be about something else than sword play.

I’ll take David Gemmel’s books as an example

We have 3 characters

• Skilgannon the damned, the most skilled swordmaster in his time
• Druss the legend, the most powerful warrior
• Tenaka Khan the shadow prince, who at 15 was already better than pretty much everyone else in every weapon

But the three of them have flaws, and huge flaws.

• Skilgannon loved a woman and helped her take back her throne, and she sent him to conquer cities. He went to a city called Perapolis and killed everyone there (including women and children). Since then, his nickname is “the damned” and he is hated by everyone for his atrocities. Also, his queen doesn’t want him in her bed anymore. He is in exile and considered a traitor.
• Druss is old. In Legend, he’s 60 years old. So he’s still the best fighter around, but his knees are weak, his shoulder hurts and he gets tired.
• Tenaka Khan is a mixed race son of two tribes that hates one another. He’s hated by both. He doesn’t have a place where he is welcome. He bought a woman just to have someone at home so he can pretend he is loved. And then she died. Also, he’s approaching 40 years old and all his friends are dead.

Those heroes have each a different arc, but you like them not because they are the best, but almost despite this.