If I were statting up Mjölnir, here's how I'd do it:
Mjölnir [-4]
Guided by Thought. You may call Mjölnir back to your by a simple effort of will. This is normally a free action, meaning that the hammer can return immediately after being thrown. If any attempt is made to prevent the axe from returning, it is opposed by your Discipline. Additionally, gain +1 to any Weapon rolls made using the axe.
Pinnacle of Dwarven Craftsmanship. Mjölnir is a Weapon:4, instead of the usual Weapon:2.
Mountain Crushing Blows. Mjölnir is capable of decimating mountains in the right hands. Once per scene, for a Fate point, you may add your Might skill as additional stress on a successful attack. Additionally, if you have Strength powers, add double the stress bonus from those abilities when using this effect.
Shrinking. Mjölnir is easily concealed. Thor could shrink it so that he could easily fit it in his tunic, but when drawn it became a massive war-hammer. Because of this, Mjölnir only receives a +1 rebate for being an item of power.
Járngreipr Gloves. The hammer may only be wielded by someone wearing the Járngreipr Gloves (these are not items of power themselves, as they simply allow one to wield the hammer Mjölnir).
This is based on the mythological hammer, not the Marvel comics one.