Amount deducted as TDS before the date of issuance of TAN.

Pay TDS immediately, alongwith interest ( if delayed).

File TDS quarterely Return with panalty ( if delayed) .

Deductions made towards TDS however, before TAN , it's better to pay and file TDS return.

Another option is to refund TDS to those persons for whom you deducted TDS . But this will result in failure to deduct TDS by you and facing it's consequences.

Better to be late then never

A penalty up to 10,000 can be levied, if a person deducts tax at source doesn't have a TAN. Whether it would be better to refund TDS to those person from whom I deducted TDS. Because I was not holding TAN for those periods for which TDS has been deducted.

In such case you need to deposit TDS and need to file TDS RETURN along with applicable Interest, Fees or Penalty.
However, You can request your Ward assessing officer in order to get yourself exempted from Interest and penalties if he is satisfied that you have sufficient unavoidable reasons due to which this default happened.