Use it as a moment to practice patience. I did, and the results are amazing. ‘My’ kids picked up on this, and are so excited whenever a Meshulach comes. They run to get him/her money, and to thank them for allowing us to help in this Mitzva with a smile. Now I love it when they come, because they helped me become better then I was.
I like the sign idea, although I would word it differently. Possibly something like “Baby sleeping, please knock softly.” I wouldn’t want to discourage a Meshulach from coming.