Port knocking from RouterOS would be useful. 
As long as you’re using TCP packets you can use the built in telnet client with the first destination port as an argument. Cancel it, use telnet to connect to the next port. Rinse, repeat. Not pretty, but works in a pinch.
fetch also works with the advantage that it can send some “secret” text via URL. For example first fetch command can include a keyword in URL which tells the receiver which port to listen on for the second knock.
Thank you guys for the ideas. I was thinking about something like that but thought there might be some good idea to implement a port knocking client that could do this. For example, autonomously connecting VPN nodes to each other.
Edit: Added this as a feature request, please vote if you like the idea.
http://wiki.mikrotik.com/wiki/MikroTik_RouterOS/Feature_Requests#Not_yet_implemented