Toddlers exhibit different types of behaviors. Since its just you, I suggest you just give her time,its a phase and it would pass. You can continue cautioning her in the mean time.

Well since she does it only with you, she must see it as a self-comforting habit. I am not sure what you have done. Kindly note that it is not going to work trying to reason with a toddler or shouting/spanking. Look for other distractions. You can give her a teddybear or something else she can use as an alternative.