Jesus set the bar even higher that just outward keeping of the Law, demanding a right heart attitude.
If the Mosaic Law didn't save because men couldn't keep it, what kind of Jesus do you preach who would make it even more impossible for men to be saved by works and then demand that we do it?
I think what Natural Law is trying to state is that the "law" - meaning the Mosaic laws of the Old Testament given to the Jews is NOT the "works" Jesus supposedly commands must be done to acquire His grace. The Catholic Church calls them "corporal works of mercy" AKA the beatitudes, etc. Of course, Paul also addresses this when he stated by Divine inspiration:
Titus 3:4-7
But after that the kindness and love of God our Saviour toward man appeared,
Not by works of righteousness which we have done, but according to his mercy he saved us, by the washing of regeneration, and renewing of the Holy Ghost;
Which he shed on us abundantly through Jesus Christ our Saviour; That being justified by his grace, we should be made heirs according to the hope of eternal life.