Cheeky and naughty are mostly used for children, and describe minor rule violations by kids that you are still fond of. "cheekiness" is mostly about saying rude things: "Little Bobby just called his aunt fat! He's such a cheeky little boy!" "naughtiness" includes all types of minor bad behavior. "Little Sally just drew a picture on the wall of her room! She's so naughty!" "sassy" was originally similar to "cheeky", and was used for children. Now, it is often used for women, especially Black women. Some women proudly call themselves "sassy", but other women see the word as an offensive racial slur. In general, this is a dangerous word, and you should only consider using it if you are very, very familiar with Anglophone culture. "bold" is a relatively positive word, and is closely related to "brave". "I need five bold soldiers who will help me capture the enemy's leader." "Jill boldly proposed to Sam after they had only been dating for two months." "brazen" is a negative word, and it means that you COMPLETELY violate an expectation. "Sam violated the speed limit"-->Sam drove 60 miles per hour, when the speed limit was 50 miles per hour. "Sam brazenly violated the speed limit"--> Sam drove 90 miles per hour, when the speed limit was 20 miles per hour.

“Sassy” is still a term used by parents describing their children. “Stop being sassy!” I disagree with the claim that “brazen” is inherently negative or excessive. It just means you do something openly, without shame. They brazenly fly a rainbow flag, something you don’t see in many small towns. She brazenly flaunts her figure. His brazen disregard for the rule requiring that masks be worn in public was discouraging.

Also, just a detail, Americans never use "cheeky." That is a very British thing to say, haha.