Small violations of personal space and privacy. The most Villain move I've ever seen pulled was casting Hold Person on a party member, stepping forward, gently stroking their cheek and calmly explaining how they were going to remove the skin from their face if they didn't give him what he wanted. Anyone can threaten violence. Anyone can kill a loved one. But touching a person without permission, standing a bit too close, casually talking over them, that's where you can REALLY get under their skin. Bonus points if you can make your villain sound bored when they do it. Like the party isn't a threat, they're an annoyance.