The detection of forming planets in protoplanetay disks is very challenging and a major goal in modern astrophysics. The Hα emission presumably associated to LkCa 15 b makes this potential accreting planet the first ever reported, although it is not unambiguously confirmed. Spectro-astrometry (SA) is an observational technique capable of measuring wavelength-dependent relative positions with extreme accuracy, and has recently shown promise for detecting accreting protoplanets. The aim of this work is to investigate if SA carried out with the MEGARA instrument at the 10.4 m Gran Telescopio de Canarias (GTC) is suitable for detecting accreting protoplanets. The technique is tested with this instrument using observations of two stars, including LkCa 15. We demonstrate the validity of the technique with MEGARA based on the well known binary star GU CMa, recovering SA signals consistent with previous works. Although the observations of LkCa 15 achieve the required SA precision, instrumental artifacts are most probably affecting the observed signals and prevent us from reaching firm conclusions about the possible protoplanet. Tests were done to investigate their origin, but further work is required to fully understand our observations before MEGARA can be used in SA mode to routinely search for accreting protoplanets.