I plugged a G-4 bulb into a GU-4 slot and it burned up the unit yesterday. What does that U mean?
The pin size is a little bigger in the GU-4 than the G-4. There's probably a risk that this could damage the socket, but they are pretty close. More importantly, I don't see anything that specifies the wattage for these bulbs, so it's possible that you replaced a lower wattage bulb in a higher wattage fixture.
Most likely what happened is a 12V bulb was used in a fixture that runs at 24V or a higher voltage.
My second guess being the bulb was cracked/damaged during install, since as @BMitch says, the pin sizes are a bit different (GU4 diameter is 0.95-1.05 mm, while G4 is 0.65-0.75 mm. Both are 4.0 mm pin-center to center).