If you don't know what your doing (and it sure does sound that way) trying to kill a wounded deer with a knife is going to result in you suffering some pretty serious wounds (if not dead yourself).
There's a reason that Indians would use deer paws as weapons. A shot to the head by an angry kicking deer will send you to your maker, quick.
Just shoot the damn deer in the vitals. Or the head. You've already shot and wounded him. I don't understand what your afraid of. If your too close, then step back and shoot the deer.