Good luck chick! I think it may be just a case of perserverance! I snipped Aaralyn's last one when she was about 2ish (I can't believe I can't remember these things already) I told her I accidently broke when I was washing it. The first night she slept with just the binky (dummy) in her hand and then didn't really care too much about it after that... every once in a while she would ask about it, but never made a fuss.
As far as the banging on the door, I never went through that with Aaralyn, she was in a crib for longer than some kids and when she went in her toddler bed she still had sleeping problems because of bad dreams but she never got out of her bed and went to the door, she would just call for me... I would go in and comfort her and then leave the room... it could go on several times a night sometimes

.... until I remembered the magic turkish eye that I had... that thing has been a life saver and a sleep enabler!!
Maybe leave the door open and put a gate up instead?