King Arthur and Sir Bedevere encountered them during their quest for the Holy Grail. The Knights Who Say Ni! are supporting antagonists from the film Monty Python and the Holy Grail. ~ The Leader of the Knights who Say Ni introduces themselves to King Arthur of Britain and Sir Bedevere. We are the Knights who Say Ni! We are the keepers of the secret words: Ni, Peng and Nee-Wom!