He just happened to teleport into Winterfell at the exact place Tyrion and Jaime were without anyone noticing. Then he proceed to make demands which he cannot make anyone actually pay for them since he has no power and then left, except that now both Jaime and Tyrion know "they are in danger" and could simply tell the someone to kill Bronn.
So much for Bronn ignoring the sack of gold and actually saving Jaime.