"You're not a naughty boy, you just made a bad choice. Next time, you can choose differently."
I agree with your diagnosis but I wouldn't even go that far with a very stubborn child, though this might work with some children. Telling my child she wasn't naughty opened up a conversation about how she WAS naughty and how I hated her. "I don't hate you but..." "Yes you do!!!" Escalating bizarre statements intended to make me feel bad. Etc.
Instead I'd just repeat the previous statement. Don't even acknowledge the self-pity.
