Setting sql_slave_skip_counter is not working on Percona 5.6.24
From the release notes for 5.7.8:

"The maximum length of MySQL user names has been increased from 16 characters to 32 characters, which provides greater flexibility in choosing the user name part of MySQL account names. The change affects permitted user names in these contexts: ..."

followed by a long list of "Account Management Notes".  That was in addition to some "Incompatible Changes" in 5.7.6.

I guess that is one reason for advising against the Master running a newer version than the Slave.

It should be possible to rummage through the binlog using mysqldumpbinlog and find the pos of the next command.  Then do CHANGE MASTER ... to change just the position.

(Meanwhile, I am surprised that the SKIP... failed.)

Bottom line:  Previously, it was often safe to mix Master/Slave versions.  But 5.7 has so many significant changes that I suspect this is just one of many potential problems.