Moodude (I hope you don't mean mooing as in...cows?)
"You're cheeky!" is the same as "You're mean/a devil/naughty/dirty/so rude/evil/a badboy" etc., and it's a sign of your game WORKING.
You tease a woman to show her you're a fun type of guy, that you're not impressed by her looks or charms and feel confident enough to tease her about things, to create sexual tension by busting her balls for every little flaw/misspelling/mistake/error you can find..or just to be picky.
The logical response is a "I can't believe you said that!" type of response, you know...the one where's she's staring at you with her mouth open. No guy (or hardly any guy) has talked to her before in such a compelling way..
And THEN the You're so blabla response comes.
Here are a couple of my responses to it, and an angelic face (or emoticon of you're texting) gives it even MORE that fallen angel, devilishly playful aura:
"I know"...with a slight smile, and then just continue about something else
"I know I am, and I know YOU love it too!" same here
"What can I say...I'm just being my devilish self"
or even better: act all shocked and surprises saying how you're sooo innocent (be sure to exaggerate it - then she'll know you're lying and it will have the opposite efect):
"Who? ME!? But...I'm innocent

, I'm an angel, I'm a real life saint"
But whatever you do, staying silent shows that she can easily have all the power she wants over you by saying it (and giving all the power to her while you want to create attraction is a BAD thing, because sooner or later you'll end up in the slave-like friend zone).
Or worse: denying...just be confident and AGREE with her that you're one devilish dude, and bust her balls even HARDER afterwards.
You know how my current girlfriend responds to it? She starts with a kiss in my neck, then my..., then my...know what I mean?