The Red Room trained its murder ballet dolls to be seductive superspies from childhood, and Nat uses ageplay to deal with that. She likes scenarios where she's a clumsy, innocent young girl just discovering her sexuality and her daddy/other older male authority figure gently teaches her what to do. It's a nice change from the reality where she spent her early teens onwards lolita-ing corrupt Soviet bureaucrats to death.

I don't really mind who the OMC is as long as you can make it convincing, but maybe Coulson or Fury or Sam or Steve would work? Or maybe even a kindly middle-aged anonymous daddy she finds online and has no idea who she really is?