Yes, you can do knee press exercises without pillow also. We just tell to use pillow to be more objective.See, there is difference between exercise involving knee bending and an exercise to gain knee bending. We prescribe heel sliding to regain the knee movement after meniscus or cruciate ligament surgery under supervision.In your case, you can also do heel sliding exercise with some precaution. Like, do this exercise within pain-free range. I mean, while bending the knee, stop at the point where you feel the pinch or pain and then slide back to straight. And your objective would be to go on increasing the bending range of knee in comparison to the previous day.Hope this helps. Thank you.