Knock only for blood or smoke
Teach your children to respect your privacy when you’re in your bedroom with the door closed. Around here we say “if there’s no blood or fire, don’t knock.” Of course there are other valid reasons to bother mom and dad, but the kids should know a closed door is not to be taken lightly.
Once you ensure bedroom privacy, make a point of retreating there with your wife from time to time. It’s amazing what ten minutes of laying together talking can do for you. Or ten minutes of silent hugging. Or a quick massage. And if you train the kids to leave you alone…
BTW: A friend who had a “fire only” rule (he said with three boys blood was common) was once interrupted (during sex yet) by a lot of door banging and yelling. When he opened the door, he only got out “Where’s …” before he saw the smoke! (The only real damage was to the mood!)