^You're right -- "naughty" has a nuance that "bad" doesn't convey. Harmlessly bad? Something like that. Surely there's an equivalent phrase?
Well, here's a word we have, but that isn't in common usage:
Peloria, meaning something that is supposed to be odd, but which is normal. It's a botanical term -- say a species of flower should have an odd number of petals, but this particular blossom has an even number. It's a peloria, and the adjective is pelorian.
In Japanese, they've adopted the term to apply outside of botany, specifically to the Pelorian movement of the 80's. It sounds kind of deep and interesting, doesn't it? Something to do with obscure German philosophers? Yeah, but actually it has to do with dressing up kittens in absurdly detailed little costumes. With reference to humans, kittens are weird -- no clothes, they don't go to amusement parks, etc. So let's make 'em do just that!!
The Calvin Pelorian Project
I think it's high time we start using the word in common English. Here's a good example of when there's just no other word that comes close: