You could also teleport in something like their ear or finger, but really, just the implication that the BBEG has their loved one...

So one time, the party is having a meeting with the local king guy Dude-in-Charge about how his son was kidnapped. In the middle of the meeting, a teleportation happens and his son falls onto the meeting table, missing his foot. Blah blah, take the kid to the hospital, keep the cops watching him, middle part middle part, there's a ransom or the kid is going to lose more than just a foot. But how? We have him? Another teleportation event, the son falls onto the table again, missing his hands.

Things then started getting grim.