What is the female of bully?

The English language does not have differing gender forms for nouns or verbs (the Word bully could be used as either), only the pronouns still have differing gender forms (and there is currently some pressure to try to eliminate that too).

So in English a male or female that bullies someone is still called a bully. Also the action of bullying by a male or female still uses the same verb to bully.

Other languages than English though do have differing gender forms for most Words.