Evidently, your advisor has talked to her and she has apologised to you. It is not clear to me why you characterise her apology as inadequate, but if you think it's inadequate or insincere, you are certainly free to view it that way. There are two issues in tension in this kind of situation. On the one hand we want people to interact nicely with each other, particularly when working in small groups, and to that end we often want people to avoid upsetting each other in relation to sensitive topics. On the other hand, we also want people to have the freedom to voice their opinions on practices pertaining to countries, religions, etc., and to have the general academic freedom to criticise (or even mock) ideas and practices they don't agree with. University is a good place to expose students to the fact that others may be critical of their religion, their country, their research work, etc., and they should consider that criticism analytically and use it to build up a better knowledge of their own beliefs and ideas.
It is a natural reaction to feel bad when you hear criticism of something personal to you, so I don't think anyone is going to consider you a "cry-baby" for bringing it up. It's also not clear from your question how far things went, and maybe she crossed the line. Nevertheless, rather than seeing these events as an injury, I would recommend that you take the route of the open-minded-scholar and look at this criticism as a thing that you can analyse, and that can help you to understand the world better. Either you will conclude that her criticisms (e.g., of Islam) have no valid basis and reject them, or you will conclude that there is some validity in those criticisms and incorporate that knowledge into your ideas and beliefs. This is one of the benefits of a university education and the academic environment more generally --- you are exposed to ideas/arguments that run counter to your own beliefs (often on very personal subjects) and if you receive these criticisms analytically, this strengthens your understanding of your own beliefs and the world.
I have noticed that in the younger generation of students there is a tendancy to retreat from criticism of personal things and treat this as a form of abuse, rather than treating it as an opportunity to learn and strengthen your own character. When I was a student it was more common for us to have late-night "bull sessions" where students would argue passionately over all sorts of sensitive issues --- theism-vs-atheism, Christianity-versus-Buddhism, communism-vs-capitalism, criticisms and defences of this country, that country, our own country, this religion, that religion, this group, that group, etc. Sometimes you'd even play Devil's Advocate for a view you didn't agree with just to keep the conversation interesting and tease out the argument. This was usually quite interesting and it tended to hone your ability to understand and defend your own views on a topic, while also exposing you to some critiques that you could use as food-for-thought in developing your own ideals later. If we'd been beholden to the idea of "microaggressions" back then, I think a lot of that learning would have been lost.
If you decide you'd like to talk more about this, I'd encourage you to consider talking directly to this other student rather than to your group, advisor, etc. I'd also recommend that you approach it from the perspective of learning and strengthening your own knowledge. See if you can understand why this student finds your country/religion/work worthy of mockery, and subject her reasoning for this to your own logical scrutiny. You might then find that you can come up with a reasonable counter-argument (and maybe even some zingers to return fire) that gives you a strengthened knowledge of your own religion, work, etc. University years are a great time in life to do this.