The reason you can't use だ like that is that だ and です are not real verbs, and こと (の, etc) used as a nominalizer expect a verb.
You can convert it into a "thought/idea" with the quotation particle use of と to fix that issue, like this: 「。。。店だという事を知っています」 .. but there are some other issues as well.
You probably want to use これ instead of それ if the store is "closer" (either physically or in terms of ownership) to the speaker than the listener. Depending on context you probably don't need to explicitly mention 私たち either. In which case we get:
It may be more natural to topicalize this thought with は, as follows, but this is outside the scope of the question.
[Edit:] I previously went a little further and suggested abbreviating down to「この店は小さいと知っています」 but several native speakers have mentioned that this use of と sounds strange/unidiomatic, and that keeping という事を orという事は would be preferable. I keep this as an example of what not to do.
Due to my over-zealousness in an earlier version of this answer, where I suggested switching the word order some, and 小さい came last in the relative clause, discussion of how to nominalize i-adjectives has come up. I don't recommend this approach here since a more direct approach exists, but I leave it here for reference, apologies for any confusion. We nominalize a clause like 小さいだ by dropping だ/です and adding any noun (either a specific noun, or a generic nominalizer like こと or の). At this point it is a noun phrase and viable target for a particle and connection to a "parent" verb phrase:
小さい（だ|です） -> 小さい（の・こと） -> 小さい（の OR こと）（を OR は）知っています
Again, this depends on context, but it seems like it might be applicable so I thought I'd mention it. If you're saying this in an explanatory way (eg answering or anticipating a question), you can also use のだ construct, eg 「うちの店は小さいのですが、。。」 "(I realize) our store may be small, but ..." This might sound a lot more natural than using 知っています, eg if you're the shop owner, or an employee, and speaking to a customer, you probably wouldn't use 知っています.