Seven Minutes to Midnight - S1-E8
Trivia: The title "Seven Minutes to Midnight" refers to the Doomsday Clock that the Bulletin of Atomic Scientists prints to represent the global nuclear threat. The clock was originally started at Seven Minutes to Midnight when it was introduced during the Cold War and it was also Seven Minutes to Midnight when this episode of Heroes aired.
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.