Loki came and knelt beside the fallen agent and pressed his knew weapon against the man's other shoulder, then using all of his considerable weight pushed it through the flesh, sinew and bone and out the other side into the wall behind. Like pinning a butterfly to a board.
"I'm sure there are plenty of other options, your friends the Avengers perhaps" He laughed and then sat down next to the agent.
With a vicious kick the gun went skittering across the floor, Loki really did enjoy playing with his prey.