I had the same problem with a filly I bred - very shy by nature, but she is coming round now
I am assuming that your filly was weaned recently? What I did was put my girl in with a nanny mare. She got quite friendly with that mare and followed her everywhere (she pretty much adopted her as her surrogate mother), so it was really easy to lure her into a yard then remove the mare, putting her in the next yard over. I brought them in every day and would 'practice' catching my girl, once caught giving her plenty of cuddles and a feed - but ONLY once she had allowed herself to be caught and tied up. Gradually she came around, and I can now catch her in the paddock with other horses without an issue.
Having said that, my filly was genuinely concerned about people, very very shy. If your girl is also shy and worried, this should eventually earn her trust (though I warn you, it may take awhile!); but if she's just being naughty, then I don't know if this will help...
Good luck with it, and hope this has been of help!