Ryan Lowe then claimed his 10th of the season with a 32nd-minute penalty before struggling Bradford bossed the second half. But Bury stood firm to back up Saturday's win at second-placed Bournemouth and climb into the automatic promotion places for the first time this season.
"It was really important to build on Saturday and a really tough game," Knill said.
"They caused us a few problems and the first half was so open, so full credit to them.
"The most important thing is I don't think we played particularly well but we got the three points.
"And it's probably the first time we've had to do that this season - we've always had to play really well to win. We're enjoying it as much as we can right now but the hard work starts again and I suppose we're up there to be shot at."