Hello, how should I create a one-time key?

That is, the user uses the key, downloads the file and then the key will no longer work.

I don't see that option anywhere

It’s the option that reads

[ ] Require key to be claimed

What this means, is that when a user attempts to use a key, they will have to “claim” it to get access to the project. A key that is already claimed by someone else cannot be used anymore, which causes the behavior you described, where a key can only be used for one person.