The short story "Pressure" by Harry Harrison, part of One Step From Earth, a collection about the invention of a teleportation device called a "matter transmitter" or "MT", sees a crew of three descend on Saturn in a bathysphere, welded shut and only accessible through use of an MT.
The tension inside the ship rose as the pressure outside increased—and at the same rate.
The plan is to descend to the solid core of Saturn, activate and calibrate the MT — which is why a crew has to be on board — and then return to earth using the MT. After disintegrating the bathysphere, what will be left is safe access to a high pressure environment for the scientists.
There is no knocking from the outside, which is why I'm not sure if this is the answer to your question. However, the crew has a rough ride down at times.
"Don't do that, Doc," Stan said, raising a warning hand. "This has been a smooth drop so far but it's sure to get bumpy soon. You know what the winds in this atmosphere must be like. So far we've been in some kind of jet stream and moving laterally with it. That's not going to last forever. (...)"
(...) and, as if to verify his words, the immense bulk of the Ball surged violently sideways, tipping as it did so. The two scientists clung to their couches while the pilot rightened the ship. "You're an accurate prophet of doom," Aldo said. "Do you dispense good omens as well?"
They don't hear any knocking, but they do experience vibrations.
Aldo Gabrielli pretended that he did not hear. The pilot was an infuriating man. "What is that?" he asked as a continuous, faint vibration began to shake the Ball.
"Hard to tell," the pilot answered, throwing switches rapidly, then examining the results on his screens. "Something out there, clouds maybe, that we're moving through. Varying impacts on the hull."
The story ends with them landing on solid ground and trying to calibrate the MT.
Stan sacrifices himself in the testing of the MT.