How to give a thinly veiled threat?
To make a subtle threat in Chinese is the same as in English-- just imply a threat without actually using threatening words.

One frequently used method is  反話 (irony)

For Example: 

"終有一天，我會雙倍地償還你的恩典" (There will be a day, I doubly repay your grace) 


This so call 恩典 might mean 'a stab to my back' , and the payback might mean 'a bullet to your head', but it is just an implied threat, The court cannot use these words as evidence against me if some horrible thing happen to you later.