Some ideas
A modern, high-capacity semi-automatic would certainly be a step forward compared to then-current designs. The positioning of the magazine release, double-stack magazines, a trigger guard obviously designed for a two-handed grip, ...
Exhibit A: The Luger P08 with eight rounds in the magazine.
Exhibit B: The Colt M1911, great stopping power but just seven rounds and quite a kick.
Exhibit C: The Browning High Power.
Exhibit D: The Mk23 with many of the optional extras.
Imagine someone from the Reichssicherheitsdienst going "Build something like that for us."
If the assassin has night-vision gear, how about a modern tactical vest? The arrangement of the pouches might strike them as sensible and replace the old-fashioned LBE.
Lots of little detail improvements they could copy.
No practical effect
Nothing that would make a difference on a large scale (e.g. introducing transistors on sort-of-microchips) will be reverse-engineered and fielded in time before the Soviet tank armies overrun the Eastern front.