I tend to warn, shoot the ground, warning shot twice, then laugh as I kill them for running to heal without permission, thinking that they can order themselfs around.
And, yeah: although they aren't required most people like it when you give them rather than just kill them. If they rage about the warning shot and you dont like it, I tend to do this (example):
They past the first cell after I say 2 times not to. I warning shot them in the foot. They rage and QQ like crazy. I track them down, kill them for passing it in the first place, then say, "Did you prefer that?" They start raging about you killing them next round? Say, "Well, you didn't like me giving you warning shots, so I went with the other choice."
Simple, easy, and makes them feel like a dip shit for QQing about warning shots over insta-kills.