The earliest occurrence I've found where someone is killed in the story by teleportation is "Anachronism," by Charles Cloukey, Amazing Stories December 1930.
"I was taking dictation from Mr. Wentworth. He has always seemed to be in the best of health, but today he suddenly stopped in the middle of a letter and complained of an intolerable fever. I glanced up at his face. It was terribly red, and I saw sweat suddenly burst out on his forehead. Then he groaned and fell forward with a gasp. It all happened in a minute. I was terrified, but I didn't think to call for help.
"Then something warned me instinctively. I jumped up out of my chair. Just as I did I saw a tiny bright light flickering just where my head had been. It grew larger and larger. It was too bright to keep looking at, but it sort of hypnotized me. I couldn't look away. There seemed to be a little ball the size of a marble in the center of the light. Then the light went out and the ball, red-hot, fell down on the chair, rolled off and down to the floor, and started burning into the carpet. Then I rushed to the outer office and called for help. None of the office force entered the private office until the police came."
The coroner spoke. "Luckily I arrived in a few minutes and heard Miss Sherman's story before any reporters got there. I got that ball. It had cooled off a little. There is a doctor across the street with X-ray apparatus. I got rid of the newspaper men by telling them it was nothing but heart failure, and then had the doctor X-ray the skull. He had the film developed immediately. There is a metal ball one inch in diameter inside his brain. If Miss Sherman hadn't changed her position, the other ball would have materialized inside of her brain too."
"You have the ball?" inquired Blake. The coroner took from his pocket a ball that looked like a large ball-bearing that had lost its luster, and gave it to Blake, who rose abruptly and left us, entering the room I knew was his chemical laboratory. He returned eventually.
"What is it?" asked Sherman.
"Pure iron. Not any form of commercial iron or steel. They contain carbon and other impurities. This is pure iron, very slightly tarnished. Our Martian has mastered the process of sending solids through space, at least elements such as iron. Sending even a simple compound like table salt through space would be a more difficult matter. He has some system of taking this iron apart into its component protons and electrons, and putting it together again wherever he wants to. By materializing the ball in Wentworth's brain, he caused rapid death as the iron displaced the grey matter."