Blasting the door open

Agreed, he could have just blasted the door open with the scepter, but as User5603 pointed out he wanted to give his "team" time to finished the device, and to get "captured". and they seemed to want to steal it under the radar so to speak, so blasting wouldn't work all that well for that purpose:

Mind Control

We know several characters are mind controlled during the film, Clint, and Selvig are the two main ones, and when a person is under the control of the scepter this iris colour changes, here is Selvig both without mind control and while under:

His normal brown eyes have become an almost unnatural blue, the same thing happens to Clint, so a change as severe as that would probably make them not register as the correct eye on the scanners.

So probably removing the eye was actually the best way in universe to achieve his goals, presuming that normal everyday threatening Henrich Shafer to open the door at gunpoint wouldn't have been enough

And lets just ignore the changes made to a human eye that the removal process would have caused

You're not wrong that Loki could have just used the scepter... but....

Loki doesn't care about not causing an incident. He's entirely up for causing a huge scene - he is on Earth to rule, why would he walk around the pitiful civilians without demanding they kneel? They're far more likely to kneel for somebody who just gouged out the eye of your host.

His entire mission at this exact moment is to cause a distraction for Hawkeye in the lead up for getting "captured" by the Avengers so he can unleash the Hulk on the team and tear them apart from the inside while simultaneously buying Erik Selvig enough time to build the portal device.

So yes, it would have been entirely possible for Loki to just use the mind stone. It would have caused less of a scene but ultimately, that isn't how Loki chose to do things. He is the God of mischief afterall...