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Hey, welcome to YWS, but just so you know, you need to review at least 2 other people's writing before you're allowed to post your own stuff. In other words the review to post ratio should be 2:1. That aside, let's get started.

I had previously had a personnel debrief as I had been the one to pull the trigger.

To lower the repetition of the word 'had', get rid of the first one. It's not needed.

“Yes Penelope the soldier did find the needle

You need a comma before and after Penelope.

“When will you stop calling me a Rupert Shaney?

Put a comma before Shaney.
Do you see where I'm getting with this? When you use someone's name in this fashion you need the commas. For example:
You, Sara, should run with John before long. Or...
Sara, you should run with John before long. Lastly...
Sara should run with John before long. (Notice how I didn't use a comma? This is a situation where it's not needed. Get it now? If not you can PM me and I'll try to explain better).

So moving on, I’ve picked the lock shall we go up?”

Put a period after 'lock'.

A sudden movement caught my eye and my hand was on a man’s throat before he had chance to react. Good, my reactions hadn’t slowed.

Why would he do that if two guys he trusted had already been in the room? I don't think he'd just attack someone he saw out of the corner of his eye like that.

I woke up at about half eleven with a headache that felt like a sledge hammer being whacked against my skull.

I was sent flying by an explosion; it had come from the suitcase.

This was a bad transition. One moment he'd just woken up with a head ache and then... BAM. There goes the bom. Now I know that you need to make it happen suddenly and unexpectedly, but it was just too big of a change. Maybe you should have him notice something amiss, and then... BAM. That's what I'd do atleast.

Here's all I have left to say.
1) You never described much of anything. You told me what was happening and everything, but I don't remember you ever describing a character or the surroundings, which made the story moderately bland.
2) I was never completely sure what was happening. All the twists lost their affect when it took a while to understand them. Even now I'm not completely sure what happened. This may also be partially due to the fact that you did very little descriptions.
3) The dialogue was a little bit off of realistic, but not too bad.

Overall the story line was what shined the most, but, no matter how good it was you lacked certain elements in your writing, which didn't end too well. You just need to go through it again and throw in the necessary descriptions.

On a side note this was a little long. If I were you I'd divide it atleast into two seperate parts to make it easier to review.