An overt nod and a wink seems to be used a good deal to signal sarcasm in the US. I ran searches on my personal emails and I can tell you that only my ‘merican correspondents ever say ‘just kidding’.
And (interestingly for this Brit) this extends to ‘mericans who are really close to me – folks who I feel sure must know that I know when they’re making fun. They don’t flinch when I mock or tease them and they give as good as they get. But when we’re trading friendly, intimate insults, they add a ’just kidding’. So what different politeness rules are operating here?
Big, big thanks to the perceptive commenters who highlighted this when I was trying to tease out the differences between the US and UK meanings of sarcasm in part one of this series.