However, you can express the idea of being naughty in an adverbial way using phrases like:
* Naughtily (this is a common option, but it's not as widely used as other adverbs)
* In a naughty way
* Mischievously
* Badly (in a playful or mischievous sense)
* Scampishly
* Impishly
The best choice will depend on the specific context and the nuance you want to convey.