Continuity mistake: When Peter is having his vision of New York, D.L. can be seen picking up Micah and running away. When the camera pans out to show Matt holding them back, D.L. is picking up Micah again.
Continuity mistake: In previous episodes, when we see DL getting into the car as Nikki prepares to shoot him, he pauses for a second and looks around. In this episode, when we see the actual shooting, DL never looks around, he just opens the car door and prepares to get in, without pause.
Chosen answer: Hiro's powers are still quite unreliable, and a locked closet door isn't a huge obstacle. Since Hiro knows he needs to rescue Ando, it's probably safer to try and bash the door down than risk teleporting to the wrong place or time.