ok guys stop thinking up gimmick counters please
Reuniclus
Scizor
Nattorei
Yes yes and yes.
Scizor is literally its biggest counter. It can't be poisoned, leech seed obviously does nothing to a u-turner, and u-turn slaughters the momentum that erufuun is designed to give you and still does over 50% after a cotton guard. I end up being forced to switch to heatran to take the u-turn which is contradictory to the entire purpose of erufuun. The good news is that the majority of ground and water types that come in on heatran are handled nicely by erufuun, so you can switch right back. In addition to this, scizor hates entry hazards, and teams that use erufuun should be using the rocks and spikes. To the poster above: Scizor couldn't care less about paralysis.
Erufuun can't do shit to Nattorei, but Nattorei can't do shit to Erufuun either and has plenty of hard counters of its own (which is why forry is on my team).
The good news about reuniclus is that an unboosted psychic doesn't do much damage to anything, and if your opponent is the sort that would try to CM on erufuun, you're probably winning regardless. It certainly isn't going to focus blast you, so you can use the terrible psychic typing to your advantage by switching to a dark type or a lati or something that will force it out. This is usually a prediction gamble though.
But yes, all three of these are serious hard counters and the they are extremely common as well. Fortunately they all have hard counters of their own with the exception of that asshole scizor who will just u-turn. The really good news is that Erufuun learns u-turn too; although it's hard to find room for it and it won't be doing much damage, it still prevents the opponent from killing your mojo. U-Turn also has extremely good synergy with encore, and if you aren't using encore on erufuun, you're doing it wrong.
Other gaping assholes to erufuun are togekiss and urugamoth. Both these guys love to set up, but the fact that they have stab moves that ohko erufuun turns it into a 50% prediction gamble.
A less common hard counter is Venusaur. It can't be seeded or poisoned and has sleep powder to cripple your switch-in.