I'm pretty much up on British history, and tradition, but hadn't heard that one. Do you know when that dates back to? The first thing that popped into my head when I read it was it possibly started with Charles I? I could see them slamming the door in his face.
Okay, it’s not the Queen personally, but her messenger, the Black Rod, as he/she is called:
https://en.wikipedia.org/wiki/Black_Rod