Good question!
Here’s what GRRM has to say about powerful landed knights:
“As I see it, the title “lord” – when used formally, and not simply as an honorific –conveys not only prestige, but certain legal rights as well. The right of pit and gallows, as they were once called, for instance – i.e. authority to hang people and toss them into dungeons. A landed knight has rather less prestige – a lord outranks a knight at feasts and tourneys, for instance – and also somewhat lesser rights.But certain landed knights, of ancient houses, with extensive lands, and large strong castles, may be lords in all but name. These uber-knights may actually be more powerful than many smaller lordlings, so there’s an overlap. Their peculiar status if often reflected by taking a style that incorporates the name of their castle, such as the Knight of Ninestars.“
So I would guess that those “lords in all but name,” might well have a petty lord or two as part of their affinity, but it would probably be a very rare situation. House Templeton with their thousand swords, the Swyfts who are both landed knights and a principal house of the Westerlands, the numerous and powerful green-apple Fossoways, would probably be among those corner cases. But your Eustace Osgreys, your Lorches, your Cleganes, I doubt it.