in the context of the vid cheeky means a little naughty/playful/bold etc. although generally it can be used for being like a smart arse or a little rude "that was a cheeky comment," or spontaneous/ unplanned "lets get a cheeky nandos". We'll use it for anything honestly.
I just realised that Yaz or Yasmin is friends with Nella Rose. She was in her video back when she was still at uni and the video is called "Growing up in an African household" no womder she looked so familiar.