The character banging on the monastry door is Shadowheart. Which you can actually avoid to rescue. Or, if you roll poorly (natural 1) and I think you can retry with Lae'zel but she can roll poorly as well (another natural 1), you can altogether miss out on her.
You cannot actually avoid Lae'zel. I mean you could avoid to rescue her from the trap after the Nautiloid. I never tried out what happends if you do so.
You could also throw her out of the party after she joined and the combat that follows. I dont think there is any possibility to avoid having a party with her when she ambushes you though.