SGS games are by default not very deadly. This is intentional.
- Its design philosophy is that character death should be of more narrative weight than simple chance.
- When a character dies, the player of that character generally doesn't get to keep playing, which often seriously harms the game's continued entertainment.
The rules for Knock Out allow PCs to survive pretty bad situations, but they don't completely neutralize the danger.
Here are some ways to keep the stakes high, even using the base SGS knock out rules.
- Make the danger something other than their own personal demise: imperil a town, settlement, or group, and make the PCs solve that problem. If they don't succeed, show them the aftermath.
- Make the core problem the players are trying to solve a moral one rather than physical one. A villain who's a friend, or possibly right about their convictions is much more entertaining than one who has no reason to fight other than "evil."
- Capture them and put them at the villain's mercy when they're knocked out.
- Imply than their capture might change them in ways they don't want. You might even change one of their Aspects or Flaws if this occurs.
- Refocus on whether the PCs succeed or fail at their task. This might mean having a king exile them for a failed quest or have to go underground to complete their mission.
If these are not adequate for keeping the suspense and excitement going, try one of the optional character death rules.