Sometimes they get the idea its a game because we may have laughed the first time they did it (because who can resist an adorable pup tugging and growling).
My boy did it--actually did it in the show ring a few times. Usually a quick hiss would convey the message to knock it off but one time in particular he was bored and we were doing a down and back with the judge watching him like a hawk and at that moment he thought it would be fun to spice things up and latched onto the lead and started shaking/tugging while growling ferociously lol. Thankfully the crowd and the judge were amused (even commented that it was excellent "type" behavior) and put us up that day for BOW to my surprise.
Just make sure you dont make it a game and you correct/distract her when she tries to do it. Chances are she will grow out of it!