The following permutation of $\{1,\dots,16\}$ has a messing number of $5$:
$$
[4,8,12,16,\;3,7,11,15,\;2,6,10,14,\;1,5,9,13]
$$
This can be generalized to a permutation of $\{1,\dots,n^2\}$ with a messing number of $n+1$.
It can be shown that every permutation of $\{1,\dots,n\}$ has a messing number of at most $O(\sqrt{n})$. To see this, suppose that $\pi\in S_n$ has a messing number of $m$. Consider the discrete $n\times n$ grid, consisting of integer pairs $(x,y)$ with $x,y\in \{1,\dots,n\}$. For each $i\in \{1,\dots,n\}$, define the following subsets of the grid:
$$
S_i=\{(x,y)\,:\, |x-i|+|y-\sigma(i)|\le m/2\}
$$
Note that the sets $S_i$ contain at least $\Omega(m^2)$ pairs $(x,y)$. This is best seen by drawing out the grid, and these sets. The sets all resemble squares, whose sides are oriented at an angle of $45^\circ$ to the $x$-axis, where the diagonal of the square has length $\approx m/2$. Even if the square clips out of the grid, there are still $\approx (\frac12)(m/2)^2=\frac18m^2$ squares of the $S_i$ which actually lie within the $n\times n$ grid.
The key idea of the proof is that these sets $S_1,\dots,S_n$ are pairwise disjoint. If there existed $i\neq j$ with $S_i\cap S_j$ nonempty, then for any $(x,y)\in S_i\cap S_j$, you would have
$$
|i-j|+|\pi(i)-\pi(j)|\le |i-x|+|\pi(i)-y|+|j-x|+|\pi(j)-y|<m/2+m/2=m,
$$
but this contradicts the fact that $m=\min\{|i-j|+|\pi(i)-\pi(j)|\,:\, i,j\in n^*,i\neq j\}$.
Since we have $n$ disjoint subsets of a set with cardinality $n^2$, and each subset has cardinality $\Omega(m^2)$, we conclude that $m$ must be $O(\sqrt n)$.