The proper response: when she walked in, get up and put a hand on her should. Make eye contact, and say "It's about fucking time, my tongue is getting tired." Give her a little nudge forward.

No matter what happens, when you finish up (and you should finish), walk out, look right at her, and ask "What did we learn about knocking on door today?" Assert control of the situation, make her the uncomfortable one, since you did nothing wrong.