So we are here talking about astartes psyker so my point is if he want a hammer coming back give it, i just can 't see why not, if a poor human psyker can do it, i think astartes could also.
You want him to pay for the power as a minor power it cost 100 exp, and even if it's a real power( right now i'm guessing) ... 200exp.
You're assuming that this is a power that can actually be flat out learned. I'd assume not. Astartes express psychic power through their geneseed, and are trained by the Codex or by their unique Chapter Librarium, hence why a Space Wolf can't just learn Blood Boil for example. I'd think the Astartes would need to be taught how to do this.
And no, don't give him a huge XP break on it. You're letting him throw a thunder hammer and have it teleport back to him! That's worth a lot more than 100 XP. Nothing in DW is cheaper than 200, and no psychic power is under 500. I'd set it as 500 minimum, probably 1000.
Note how DH stuff is always less expensive than DW stuff, for the same talent. It's the nature of the game: more XP awarded means it's ok for higher XP costs, and it's not like SMs have the huge advance tables of acolytes.