I use a system for some checks and rolls where I simply tell the player the same thing if they succeed or fail by just a little. If they fail by a lot, I usually tell them that they failed in such a way that they were aware of their failure, and on a natural one the result is either physically harmful or grossly misleading.
I don't use this for every check, mind you, but a good instance would be trap disarmament. If he rolls less than ten I'll tell him, "you felt the mechanism budge a little, but you couldn't quite fidget it correctly." If he rolls a one, he sets off the trap. If he rolls higher than ten (regardless of whether he succeeds or not) I'll tell him, "in your expert opinion, the trap is disarmed."
Applying this schema to a door listening into an empty room would work thusly: Roll above ten, "You listen very carefully, but hear only a faintly whistling breeze passing under the door." Roll below ten, "You focus intently but the breeze passing under the door muddles any sound that could originate within." Roll a one, "You hear a sound like someone whistling coming from inside the room."
In any case the under ten roll is the only one the characters themselves would doubt. The natural one roll and all rolls above ten are treated as an expert opinion. The players are made aware of this rule and acting otherwise is potentially subject to cause them problems later at my discretion.