‘I was thinking how long it would be before you asked me what I was thinking’
love that answer!
I'd simply say a very neutral phrase and then finish with a comment about her rudeness.
'I'm think about what Jenny is talking about, why are you asking me?'
"I'm thinking the grass needs cutting, are you offering to do it for me?"
She does sound unhinged but you have not enabled her by answering her. Maybe you have said what was on your mind, maybe not. Either way, you can stop it now by simply not telling her, if that is what you wish.
"Just thinking, that's all." or as said before 'nothing particular, why?'
Just take back control of your head space. I think she has some issues. I don't think you will stop her asking. But you can control what (if anything) you choose to say.
It's really not always easy to stop people saying stuff. My friends talks endlessly about one aspect of life. I hated it but dearly love her. So I ignore it. You cannot always change how others act, only how you respond to it.