I think you are handling it just fine. There will always be girls like "Sue" and your daughter does need to learn how to handle them!
I think it's okay for your daughter to show her true feelings if they are warranted. I don't think it's healthy for your daughter to "hold back" her feelings if Sue isn't listening.
With my daughter, I have drilled her on how to respond to kids like Sue. We practice what to say. I don't want kids like Sue taking advantage of her sweet nature, but I also want my daughter to practice tolerance and patience. So I have taught her to respond lightly and with patience at first, but to continue on with being more firm if the situation warrants it.
There was a bully girl that my daughter kept encountering. Once I taught her how to respond to this girl, she stopped bullying my daughter. My daughter also helped her friends stand up to this girl. Now, a year later she is MUCH nicer. Every once in a while something comes out, but for the most part she is a better person. It took all of the girls standing together to get her to change.
Your daughter can help Sue by being understanding, yet firm.
Good luck!