In a narrative, violence acts as a way to release or bleed off tension. The threat of violence is what builds tension and the resulting battle acts as the release. You do have to eventually pay off your tension, but it doesn’t have to be with violence. The beauty of the noir genre is the way it uses the threat to consistently escalate tension in a way that just builds, and builds, and builds until, by the end of the novel, it explodes.
What you’re stuck on is how to make it threatening and that’s because you’re associating unharmed with safe. Your characters are never safe when the antagonist is on the loose.
He or she wants them for something and that thing is bad, right? It could be a ritual, it could be torture, it could be eventual death. It could be anything. Even if that thing is not threatening in actuality when all the information is revealed. The audience may not know what the antagonist wants, but they do know that they’re dangerous. That sense of danger should extend through to the henchmen as well.
The threat your villain presents to the protagonists should be relevant and that threat doesn’t need to necessarily be what they are going to do to them right now, it could be later, it could be never. What you should focus on is that these people, from top to bottom, are very dangerous.
“The Master wanted them brought back alive.”
“What about their legs, they don’t need those?”
“Alive and unspoiled.”
-Paraphrased from The Two Towers as we proceed to mutilate Tolkien’s legacy.
What you need to do is establish that these henchmen are deadly. They are capable of great violence to anyone, even though they may not be exercising those skills in this particular endeavor. They could kill the protagonists if they wanted, they are choosing not to. It’s not the job that’s been assigned. However, that can easily change.
So just because these henchmen aren’t going to hurt your protagonists, it doesn’t mean they aren’t capable of it. They’re still dangerous. They could be high caliber, smart, and top tier level dangerous or they could be slow and stupid but dangerous in how they choose interpret their orders.
After all, what does unharmed really mean?
They can kill people around your protagonists. They can torture them. If only one or several of them are needed, then the others are fair game. Anyone they’ve brought on to protect them is fair game. Their friends. Their family. Everyone around them.
The Uruk-hai that Saruman sends after the Hobbits in The Fellowship and the Two Towers are instructed to capture the hobbits alive and unharmed because Saruman is not sure which hobbit is carrying the one ring. However, all the other members of the Fellowship are fair game. Even then, Merry and Pippin are almost eaten by those for whom orders are less important than snack-time. I mean, two hobbits is a lot. Do they really need both?
Blurring amber came down, glinting in the torchlight. It slammed into the back of Joseph Malone’s skull. The mercenary groaned. Slumped. A shadowy face came into view behind him. Seizing Joseph by the collar, the woman tossed him to the floor. He hit musty, beer soaked straw with a thud.
"Well,” she said. Slim fingers tucked brunette strands back behind one ear. She glanced at Alex with a smile. “It’s certainly not my favorite kind of introduction.”
Dusting of the chair with a flip of her wrist, she slid into his seat. One leg crossed over the other as she leaned back. Resting her right hand on a knee, she twirled a dagger in her left. Blue eyes narrowed.
“Howdy, kiddo,” the woman continued. “I’m Dee. I hear you’ve found your way into some trouble.” Black brows lifted. “The Chancellor’s been looking for you.”
Alex straightened. There was a golden pin on Dee’s collar. Royal navy. One of those weird ranks, if she remembered right. A specialty agent. She could be a loyalist. Telcom broadcasts said the Grand Chancellor hadn’t gotten full control of all branches of the Imperial Military, some were still fighting. That’s why I’ve got to get to Admiral Jennicks. Maybe, maybe this Dee worked for him. Maybe he’d gotten her message. Maybe she had come to find her.
Dee’s head tilted. “I’m here to take you back.”
Swallowing, Alex felt her heart plummet.
On the floor, Joseph let out a moan.
Dee’s eyes rolled. She held up a finger. “One thing.”
Dee spun. Her heel came up, slamming down into the mercenary’s throat. She leaned forward, twisting her sole into his neck with a sickening crunch.
In her chair, Alex sat very still. Knuckles white, nails dug into the bag of coin. Biting her cheek, she swallowed. The door… Yes! The door! Twenty seconds, she’d counted. I can make that.
“Come on, Princess,” Dee said. “We’re traveling light.”
The point is not to let yourself get boxed into a corner. There are thousands of ways to go about this. Plenty of examples of great henchman in a wide variety of different media types and genres. You just have to start looking for them and then ask yourself: how did they do that?
We don’t know much about Dee as a character but, even on what would be her first introduction, we do know that she’s willing to kill and that she has the power to kill in the open, in a dingy bar, with what might possibly be zero consequences. She’s not afraid of using violence as a method to solve her problems and she intimates that under different circumstances she’d be perfectly willing to kill the Alex character.
It’s a big dark world, kid, and you’re in it alone.
Henchmen can show up at the worst times in a story. Pursuers can be a source of endless trouble. Even if they aren’t particularly threatening, they can mess up important moments, send deals the wrong way, kill potential allies, the list goes on.
The real trick, which I said in the beginning, is to never forget that unharmed doesn’t mean safe. Your characters aren’t protected just because the boss wants it one way.
And if you get stuck, you can always look to the classics.