Hard to say. Sometimes stories like 'Knock Knock' blend elements of truth and imagination. Maybe it has some roots in reality, but could also be largely made up for entertainment.
There was a young girl alone at home. Knock knock knock. She went to the door but no one was there. Again, knock knock knock. She peeked through the window and saw a shadowy figure. This time when the knock came, the door slowly creaked open. She screamed as a pair of cold hands reached for her.
A 'knock knock' full story can be a long sequence of 'knock knock' jokes strung together. Let's say we start with 'knock knock', 'who's there?', 'Lettuce', 'Lettuce who?', 'Lettuce in, it's cold out here!'. Then we can follow with another one like 'knock knock', 'who's there?', 'Canoe', 'Canoe who?', 'Canoe help me with my homework?'. These jokes are simple yet can bring a smile or a laugh, and when told in a row, they make for an entertaining 'full story' of sorts.
In fact, 'Knock Knock' is purely imaginative. It was written and developed from the creative minds of the writers and not inspired by any true incidents.
You can start by using 'knock knock' as a buildup to a surprise or a mystery. Maybe have a character hear the knocks and wonder who or what's behind the door.
Once upon a time, there was a little girl home alone. Knock knock. She went to the door but no one was there. A few minutes later, knock knock again. This time when she looked out the window, she saw a shadowy figure. She ran to her room and hid under the bed. The knocking continued all night long.