Black Widow is an extremely challenging character, even by Marvel standards. There isn't a lot of canon about her except for what we've actually seen her doing. This is frustrating on the part of Marvel and its execution of the Cinematic Universe canon.
But it's definitely possible to use what was shown and build from there.
I think you're doing a great job with her sense of humour. I think that Widow has that secretly hiLARIOUS side that we only get in snippets in the film, so that's really refreshing to see.
There are other elements that I'm seeing that are not quite so spot on. For starters, I think it's kind of tough to see her actively ignoring what her partner is telling her. In the Avengers film, she clearly puts a lot of stock in Clint and his thoughts; he's valuable to her in more than one way, but she very clearly trusts him and it's looking here in Marrowood that she doesn't.
It's also rather frustrating from the perspective of playing Bucky. Of all of Marvel canon, the one person who is really supposed to understand what he's dealing with is Natasha. This seems as true of film Natasha as comic Natasha, especially based on comments she made in both The Avengers and Captain America 2. Right now, it kind of feels like all that hinting is effectively undone when she's telling him things like at least I can think for myself. I understand that he's definitely a threatening presence and I appreciate that Natasha--who has faced him twice, and come away with a gaping gunshot wound for her trouble both times--is above all else concerned about survival and making sure the threat can be eliminated. It just currently feels like her development in the films is being ignored in favour of snarky comments and following a threat her partner, whom she trusts, has told her is of least concern and being handled--which ends up causing more trouble.
As I said above, I fully appreciate that Natasha is tough. She's a very challenging character and most of her characterisation is done through tiny moments and comments, and that means a lot of inference is unfortunately necessary. Which means, in turn, that the character I see may not be the character that you or anyone else sees. So these are just the things that I am seeing personally, and they may not be what others see.
I do want to see more of her. I'd like to see her get more involved and I'd love to see more of her humour. She is a bold character choice and I think she has a lot of potential here.