Drugs/Surgery + Jail
If the ability to teleport requires a certain level of functionality in the brain, the ability to teleport could be stopped by the use of drugs for a temporary punishment or surgery to permanently remove the ability.
Brain surgery could be a serious deterrent for serious and repeat offenders.
Explosive Collar + Jail
If a control collar was fitted and couldn't be removed, it could be set to explode if it goes outside a certain area or even explode if it detects teleportation. Offenders would have no choice but remain in prison.