Like some of the others, I see this kind of thing as pushing the boundaries to see if they stay put, rather than being 'naughty'. Lucy does a few similar things and you are so right about the look on their faces!

Lucy tried biting my shoulder and grinning at me to see what kind of a reaction she'd get for a few days. She grits her teeth, goes stiff and makes a really cross noise when I take something off her she doesn't want taken. Etc, etc, etc.

I figure if I stay consistent she will have it right in the end. I just say 'no' (as firmly as I can, but she still laughs at me!) and take either the thing away from her or her away from the thing (like the dogs' water bowl). I tell her if she does it again I'll shut the gate so she can't get to it, and follow through. She has gotten the message about the dogs' bowl, but gives it a go still about once a week. Most times though she just goes right by it. Much better than smacking her hand!