***** NOT A TEACHER *****
I am delighted to share some examples with any members or guests who are following this topic.
I went to the "books" section of Google, where thousands of books have been digitalized for our reading pleasure.
I typed in "disappointed fans in." No results (for "in" + gerund).
I typed in "disappointed fans by." Dozens of results.
1. "[H]e disappointed fans by abstaining from the world championship." (CHESS LIFE, 1974)
2. "The owner of the Red Sox disappointed fans by selling Babe's contract to the Yankees." (BUILDING COMPREHENSION, 1999).
3. "The film ... disappoints fans by deviating somewhat from the plot of the novel." (a result entitled NICHOLAS CAGE)
4. "[The Beatles] ... disappointed fans by deciding not to renew their Christmas revue." (THE BEATLES ON MUSIC)
I have yet to find a definitive answer. Until then, however, I guess that it would be safe to go with "by" in the kind of sentence posted by the OP.