From the Super Mario Wiki
Super Mario series
New Super Mario Bros. Wii
Mega Urchins only appear in World 4, and just like regular Urchins, they will float up and down, trying to poke Mario and the others. However, unlike regular Urchins, they are almost invincible, only vulnerable to a Star. Also unlike regular Urchins, their pupils follow Mario's movements. They mostly appear alongside regular Urchins.
New Super Mario Bros. U
Mario Golf: World Tour
Mega Urchins appear in Mario Golf: World Tour on the Cheep Cheep Lagoon course, where they serve as obstacles for the golfers. They will also appear as background characters on the Sparkling Waters course.
Super Smash Bros. for Wii U
Mega Urchins have been confirmed to appear in Super Smash Bros. for Wii U as one of the stage hazards for the Mushroom Kingdom U stage. Not much is known about their behavior, except that they will sometimes appear on top of Water Spouts, presumably damaging anyone who touches them.