I never had any direct experiences of the type asked by OP, but my relatives had some.
My dad's parents and relatives had some "ghost" stories which supposedly may have been because one of their ancestors had been involved in the paranormal sufficiently much to be considered a "wizard" of some kind (I grew up in a JW family somewhere in Scandinavia). That's at least what I was told by my dad. Some of the stories had happened around the farm house that still belonged to the family, somewhere in the Scandinavian half-empty countryside. Some other stories had happened to the family after they moved out of that house to the city.
After they had moved out of that farm house, my dad's brothers and sisters still visited it on summer break, often staying there for some weeks. The farmhouse was built like early 1900's or earlier. It had a large main room with a large brick oven, a kitchen area, a separate bedroom, and an attic.
I was told that the relatives had experienced spooky things at night while staying in that house. A thing that had happened to one relative was that "something" had pulled the cover of them when they were sleeping. At another time a person sleeping on the couch in the main room had felt someone siting down at the end of the couch. At another time they had heard something walking down the steps from the attic, although they did not see anyone.
I remember when I stayed there as a kid that they had placed the Bible and Watchtower magazines on the table in that main room (none of my dad's relatives were JWs, except my aunt became one much later). I was told that they had not had problems with the demons those nights when they had the magazines and the Bible on the table.
My aunt who became a JW later is involved in another "ghost" story, from the 80's. It's about something that happened to one of her children who was about 7 or 8 at the time.
My aunt had been married to some guy for a very long time and had like 4 kids with him. This guy was a rather delinquent type, however, and spent large amounts of his time gambling, drinking, hanging with other women, stuff like that.
So one time my aunt decided, with help from my parents, to leave the man and start a new life somewhere close to where my parents lived. After that moving she also started to study with JWs.
Because she was a single parent mom during this time, her kids were sometimes home by themselves. I was called over to her house one day because my dad wanted to know if some phenomenon could have been a "black hole" passing through the earth. I know it sounds ridiculous in retrospect but at least he was looking for a non-demon answer lol.
What had happened is that my aunts youngest kid was home by himself and he started seeing holes that were like windows to other parts of earth. When I asked him how it had looked like, he said that in those holes he could see people walk about and do things.
At the time it did not look like the kid was inventing the story. Some elder had remarked that perhaps demons had wanted to scare my aunt because she was studying at the time. Who knows. Although she was more protective of this kid than her other ones, maybe because he was the youngest.
Another thing was something that happened to my dad, also back in the 80's. He used to do janitorial work late in the evenings and had some accounts as a subcontractor. He also had a habit of sometimes making long distance phone calls to relatives from the offices that he cleaned. Not a very christian behavior because it was in effect like stealing.
So one time he was talking with his family from some office room along a hallway. This was late some evening and he did not expect anyone to come to the office at that time. However while talking to his family he heard that the door at the end of the hallway was opened and closed, so he quickly finished the phone call, continued cleaning that room, and then went out to his cleaning cart in the hallway.
He did not see anyone in the hallway and went back to the same office room to continue his phone call. The chair that he had sat in earlier was rotating, like as if someone had sat on it and just gotten up, and there was an "A4" size piece of paper with some powder on top of it, on the chair.
This experience by the way spooked him badly enough to not want to be at that office any more. He managed to get the account to be given to my aunt who had moved to live close to them. A couple of years ago I asked him what had he actually seen, if anything, because I wanted to get an idea of what it could have been (meaning perhaps something else than demons).
He told me that he had made sure that the room was clean before he went back to his cart in the hallway. So there should not have been any pieces of paper on the chair, especially none with some powder on it.
Perhaps an even crazier thing was that he later made some statements that the "ghost" in his experience was related to some person who had worked in that office and had died a week or so earlier. The crazy part in this is that JWs do not believe in any kind of afterlife. So if there are demons, their activity is their own choices (they may try to claim that their activity is because of some death but that's just to mislead).