A good rule for CF is that once you establish the F in the CF and when you have a better rapport with the person you can get away with more cocky than funny.

Just remember this, they need to know (sometimes you need to make it more obvious than you think its necessary) that your joking. Dont be afraid to stick your tounge out or make stupid faces. Excessive worried faces etc..

And you can just keep switching from one to the other.

"YOU BITCH!"
"Just joking"
[rapidly kill all happy expression and replace with serious face] "not really" *THEN CRACK UP YOURSELF* just to make sure she knows it a joke!

Its all in the delivery: timing, tone (try and keep it serious but sound and look like your just about to crack up) etc.