OE6 can handle a filter of this sort.
Go into Message Rules and create a new rule.
Select "Where the TO and CC contains people" in the first box.
Select "Delete from server" in the second box.
Click on "contains people" and enter your email address and tap the Add button.
Now select Options. Set the radio button that says "Message does not contain people below".
Give it a name and save it.
It will not handle BCC though. And since OE is the only client I've used in a while I am not sure other email clients can handle the BCC field.