Visible crew/equipment: When Claire runs away from Bob after he calls her "Ms. Bennet", you can see Bob's shadow and another person's shadow on the ground. Since no one else was standing next to them, it has to be a crew member, most likely a camera man based on the odd shape of the shadow.
Continuity mistake: When Maya is arrested, she starts manifesting her powers on the policeman. In a close-up, we can see the black ooze coming out of her eyes. Cut to a shot from above, when the policeman's eyes turn black and he drops the handcuffs, and Maya's cheeks are suddenly clean again, with no trace of the black stuff. (00:33:45)
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.