I'm going to playfully tease my brother about a girl that liked him
Why do you need to tease him about the girl? Does he like her as well?
Yes, I tease him for fun
You need to make sure that your brother is having fun, too, when you tease him. It's not nice to tease people you care about, so make sure he isn't hurt by what you say.
It's not a big deal and no one can get hurt.
You're right that no one gets hurt with teasing, but you may be annoying and he may not be comfortable with you always teasing him about it so maybe do it minimally or maybe just joke around other things entirely as the joke may have already gotten old.