I agree with Selima; there's no reason not to make clear that it's simply not a problem. Whether to open up a whole philosophical and religious discussion depends on the person, but if the Indian woman really is curious about European culture, why not take the question seriously, but still say no, and explain why most people don't see it that way?
Partly, calling a child a little angel is figurative in many languages, like saying 'Oh, he was simply an angel -- he ate all his supper, went to sleep right away, and didn't make a peep all night.' The counterpart, now more old-fashioned, is 'Those little devils have trampled all over my flowers again! If I get my hands on those kids ...' Sayings like that don't have anything to do with supernatural beliefs; they're just figures of speech.
Also, at a child's level, angels are like any other fictional, storybook creature. Tales of guardian angels, or the prayer about 14 angels at bedtime, are like stories about animals that can talk, or about elves and giants, or any other magical creature -- not real in a literal sense, but true perhaps in an emotional sense. That sense can be good if it helps a child imagine what it would be like to have special powers, like flying, for example, or doing magic to protect people, like the angels in the books for older children by Madeleine L'Engle.
Adults can indulge children in that kind of creative imagery without thinking themselves that there really are angels in the sense of supernatural beings. Nowadays, most of us in Western culture see angels in historic paintings, for example, as images, symbols, metaphors for protection and love, just as figures of saints embody certain traits or powers that people seek or admire. Their meaning can still be powerful and beautiful without being literally true.
As far as I know, even traditional angels in medieval Christian belief were not gods, so they were not worshiped, and the commandment against blasphemy doesn't apply. This is pure speculation, but if for the Indian lady angels are in some way godlike beings, it might have something to do with the pantheism in many Indian cultures, such as the large number of Hindu gods, which might have influenced Indian Christianity. That could be interesting to discuss; you could simply ask her how she sees angels, and what role angels play in her tradition.