Acceptance - S4-E4
Continuity mistake: The second time Hiro goes to the rooftop and tries to save Tadashi he has ink on his face from stopping the photocopier from working. However when we cut back to him from Tadashi the ink has vanished, then when we do get the next shot of him the ink is back on his face again.
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.