Smash 4:
Avoid the Mega Pokemon by using all the moves you can for dodging. (Tired of saying air dodge XD) and you should be good.
Smash Ultimate:
Aura Storm is shares similar properties to PK Starstorm so like always move one side to avoid the hit as soon as Lucario Mega Evolves.
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How to Dodge All Final Smashes.
RandomHaving trouble avoiding Final Smashes all the time? This book will hopefully teach you how to dodge or at least Minimize the Damage you get for every final Smash imaginable for both Smash 4 and Maybe Ultimate. So if your looking to avoid these thing...