I had similar problems. Initially when I removed the knob I dropped and lost the wavy washer that goes on the outside of the door.That was causing problems, but also it is very easy to over tighten the screw and strip out the little brass insert in the actual knob. I called Weber and got a new door assembly sent to me. I made sure I hung on to all of the parts this time, but again overtightened the screw and stripped the insert.
I fixed it by squirting a little Gorilla Glue into the hole and replacing the insert and letting it sit for a day. I just re-attached the knob to my Cajun Bandit door and all is right with the world.
Hope this helps.