The Shakers return to Gigg Lane after earning 1-1 draws at both Rochdale and Chester to extend their best League start for 51 years.
Knill says Bury could have won both games and wants his side to be more ruthless as they target an eighth win in nine home games.
"We've probably had chances to win the last two games, which was disappointing, but if you can't win, don't lose," he said.
"Five games in, we're delighted to still be unbeaten and that gives you belief.
"We're at home, we've got a great home record and it's up to us to keep that going."
Midfielder Brian Barry-Murphy (pictured) has overcome a knock, so Knill names an unchanged team.
Bury form: WWDD
Lincoln form: LLDW
Key opponent: Adrian Patulea - the Romanian had a dream debut with a goal and an assist
Prediction: 2-0 - Bury to continue their best start for 51 years
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