I've had that happen....I use a little tool that I bought for doing bobbin lace, but it's perfect for this. It's like an extremely fine crochet hook. I can slide it in and grab just before the knot and pull it through that way.
I've also seen where you can use a piece of thread....you thread both ends of a separate piece of thread (sewing thread will do and is easier to thread through than quilting thread) and thread both ends of the separate thread through the needle eye, so you have a loop.
Put your needle through where you want the knot to go in, then grab the knot with the loop and pop it through. The needle eye may make the hole a little bigger, which should make the knot go through more easily, and you can just rub your fingernail over the hole to close it up.