The Mystic Knights of the Oingo Boingo have kicked around L.A. for a while, building a large following with their outrageous multi-media show. Their combination of Tubes-like rock, New Orleans-flavored jazz, wild costumes, classic film shorts and exuberant performances is as unusual as it is welcome in a music scene dominated by the disco craze. But even so, it is only recently that the Knights have gained the industry acceptance they have sought so earnestly. The group returned to the Roxy March 30-31 as Friday and Saturday night headliners, and a number of labels are reportedly expressing interest in them.