To complete the Knock-Knock! Challenge in Lego Star Wars: The Skywalker Saga, you need to discover the wind-up MSE droid to destroy the emergency doorway during the Ground A-salt level in Episode VIII – The Last Jedi. This Challenge cannot be completed while playing on Story mode, because you can’t complete it without completing the Tight Squeeze Challenge first, and that requires a Protocol Droid character, which is unavailable in Story Mode.
In Story Mode, the Ground A-salt level is a relatively simple matter of distracting Kylo Ren with Luke Skywalker, while Finn, BB-8, and Poe Dameron dig their way out of the Crystal Cave (also known as the Crait Outpost). But in Free Play you can explore alternative routes through the Crystal Caves, including the shortcut opened up by completing the Tight Squeeze Challenge.
How to discover the wind-up MSE droid and destroy the emergency doorway
After completing Tight Squeeze, go through the open doorway, then turn left along the tunnel that slopes upward. Use a character that can grapple to activate the ladder, then climb up and use a Hero character to activate the terminal. This will in turn activate the mechanical grabbing arm in the area in front of and below you. It’ll try to pick up a large container but will actually crush it.
Drop down to the area below and use the debris of the large container to build the wind-up MSE droid. Pull the handle on the back of the wind-up MSE droid to wind it up, and watch it speed forward and crash through the emergency doorway. You have now completed the Knock Knock! Challenge, and can now pass back and forth through the hole in the door.
You’ve now completed the Knock-Knock Challenge and the Tight Squeeze Challenge, but if you want to get 100% on the Ground A-salt level, then you’ll also need to complete the I Can Dig It! Challenge, and collect all the Minikits.