Nah, it shouldn't be too hard. It should be pretty obvious there must be a way to knock on doors. Maybe just knocking the door without your weapon equipped (with hand-to-hand). Basically, just make NPC's, both if they're in your cell or in an indoor cell, react to such sounds.
They could make so when the door is locked (nighttime, or when no one is home), you get the option to knock or pick the lock when the door is activated. Cells already react to being empty or after a certain hour so this would be the easiest implementation.
Edit: Thinking about it more, they could put a 'Knock' button next to the auto attempt if lockpicking is the same.