To sally or not to sally?

Solution 1:

I think you are right to be cautious about using "sally" in figurative, non-military contexts. I have never in all my puff heard it used as a verb in the sense of making a witty remark. "Venture a sally" or something similar might be acceptable, but anything like "he sallied" would strike a very false note. For defensive quippery, I suggest perhaps "parry" (if in response to a humorous thrust by someone else), or use the noun "witticism", which suggests that it isn't really very funny. I suspect that trying to pack the meanings of both jocundity and defensiveness into a single word might be too much.

Solution 2:

sally 3. (noun) a quick witticism; a bright retort; a quip

Source: Webster's New 20th Century Dictionary, unabridged, 2nd ed.

The noun usage is all I found on the term, with that sort of meaning. The implication is that sally isn't commonly used that way as a verb. It seems somewhat derogatory to use what could be a personal name, in such a fashion, which I suspect is the reason why it isn't done, normally.