Ok, so, while digging the web to find more info, I found out a few things useful to avoid the console to be bricked:
(
@Marc, I'll pin it, it seems rather important, considering the risks)
If you haven't updated SSB4 WiiU:
Turn off the console's Internet configuration. The game might update itself in the background.
Play without the update.
If you have update your game:
Never, never go online, especially in For Glory. It appears that the problems comes from the online mode, but it's unsure. Play offline or don't play at all.
If you got the error code:
Stop using SSB4 completely, and avoid the Data Management screen at all costs.
Do not format the console. It might brick it, even if Nintendo tells you to do it.
Don't try to remove anything off your system's memory. Again, the risk of brick is real.
So, while Nintendo haven't done anything, I suggest this thread to be pinned, so it can warn users.
Oh, and if you think it's a joke: