The first occurrence of the multiple repeated knocks appears in Series 1 Episode 10 - The Loobenfeld Decay:
Sheldon: (Knock, knock, knock, knock) Leonard, (Knock, knock, knock, knock) Leonard, (Knock, knock, knock, knock) Leonard...
Sheldon: (Knock, knock, knock, knock) Penny, (Knock, knock, knock, knock) Penny, (Knock, knock, knock, knock)Penny, (door opens) Good morning.