If I am right there is one Pokedex entry where it said that Mew does have fur it is just not noticeable if you look at it. Also how else could get the scientists from the first movie a brow of a mew to create Mewtwo if Mew doesn't have fur. Well it's a whole different story if Mewtwo has fur because it was never stated but if Mew has fur shouldn't Mewtwo have fur too and also Newtwo in this case.
Ya know i have to wonder, how did mew, sneak over to even start this grooming session?? Yud think the first lick would cause Mewtwo to-
... ._____. I GOT IT! MEW USED LICK!!!! thats why Mewtwo is just sitting there!!