I don't actually think they would!
I'm pretty sure kneading (making biscuits) is related to nursing behavior--basically the cat feels as safe and comfy as when it was a kitten nursing on its mom, so it repeats a behavior it associates with that feeling--kneading the mom's belly to get more milk. So it ends up kneading whatever it's sitting on. Basically if your cat is making biscuits it's feeling very cozy :>
Now, as animal-like as the blasters are, they're not animals, and don't have a lot of the behaviors a real animal needs to survive--they don't need to eat or reproduce (and can't), so they don't have any instincts related to those activities. So, no instincts for kneading because they never had mothers to nurse from; I'm not even sure they count as mammals XD
But! That doesn't mean the blasters don't have ways to express similar feelings. You already saw sans' blaster 'purrs' when it's feeling content, and i think in line with its more birdlike nature, papyrus' blaster makes happy little clucks and beeps when it's relaxed. If they find a texture they like, they'll pat at and nuzzle it, or roll around on it if it's big enough, like a clearing of deep soft grass or a big fluffy blanket. They might like... grab at it and squeeze it in their claws a few times, which could look similar to kneading, but it's not instinctive the way a cat's biscuit-making is.
Honestly it's probably for the best they don't. Cats are small. The blasters are not. If they decided to knead one of their friends, it'd be a full-body massage performed by someone with no experience and claws upwards of 5 inches long............ :'D