Need advice on how to deal with a narcissistic employee as an inexperienced supervisor

Nancy reports directly to me, but my authority is very limited. I cannot hire/fire/discipline, but I can recommend someone to be disciplined or written up.

Unfortunately HR is a joke. He doubles as the office manager and no offense to him, but he just is not fit to be HR. He is a pushover who hates confrontation and is intimidated by Nancy as well (he is early 30's so is also younger).

One time after emailing her and asking her to do something extremely simple, I heard her say loudly, "If she wants it done she can do it her damn self!". Part of me wanted to confront her but I honestly had no idea what to say and how to say it, or if I even should, plus she'd deny it was about me anyway. So I went to management/HR and they thought it was best not to get involved since it would look like they were fighting my battles for me. They told me I need to be more assertive and stand up to her. I know it's true but I just don't know what to say, how to say it, and when to let things slide vs when to put my foot down. She is a very intense person and I find myself very intimidated by her, so I really need some advice on how to approach her.

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