Yes well, I have this pillow currently in my lap but I suppose it would be next to me in this situation.
I'd probably be like "Well, its late at night and I thought you were all sleeping, what did you think I was doing in here!?" and procede to cover myself with said pillow.
Seeing as how if I wasn't down here right now eating a late dinner, I'd be in my bedroom, I wouldn't need an excuse really... I'd probably just say something along the lines of "one, why did you take my door out of its socket, two, KNOCK FIRST" (My door is off the hinges so I have to put it into the socket and lift it to get it to close. Using this method it gives me about 5-10 seconds to cover up in case someone tries to open my door XD)