Perhaps I may clarify things. Chinese names are written and said by family name first, contrary to Western names which go by family name last. There's not really a "so" to that. It's just the way it is. I personally prefer to differentiate between the parts of the name as "family name" and "name" instead of "First", "Middle", "Last". The former would help in identifying the family name, but is unclear about which should be written or said first. The latter is clear in identifying how to correctly write or say a person's name, but would be unclear about which part of it is the family name.
If Shu Qi is to be written as Qi Shu, it should be Qi, Shu with the comma. This would correctly indicate Shu as the family name.
Back on topic: I've not known Shu Qi to be involved in tickling scenes. This is the first I've seen (since I'm not much of a fan of her anyway). She's more into slease and tease shows.