IDK about the Web Novel and Light Novel, but in the Manga there was a Scene "Good thing I didn't bring my Rifle with me or else I would have blown my brains out" when she was thinking herself as a girl.
It doesn't bother her so much that she's a girl now what does bother her is when she thinks of herself as a girl instead of a Man.
Light Novel Illustration of Tanya
The Manga Version