Hm - a lot of comments here seem to suggest that your prank ethics are sound- but I think a lot has changed in recent years. With the proliferation of Nathan for You, #goating, College Humor prank wars, youtube shows, etc - when weird things begin to happen, my reflexive response is almost immediately "This must be a prank." and to start accusing possible culprits in a spray and pray attempt to "figure out" the situation. If the pranker fessed up immediately, then there wouldnt be much of a prank.
With prankees increasingly guarded, maybe there should be some leeway in this rule.
Yes. In general I still don't think it's fair play to not admit when confronted, but the fact that the prankee was also a pranker, and ultimately said "well played" and characterized the earlier denial as "OP and gf played it cool" means that OP was just calibrated to the prankee's expectations.
With prankees increasingly guarded, maybe there should be some leeway in this rule.