I purchased knurl wheels from Hofmman Group in Germany –
**LINK**
Was rather expensive ( 25 Euro..), but very good quality – I used 1 set in diamond pattern on 240 knurls on 40mm diameter X 60mm long knurl section, on 4340 Chrome-Moly Alloy ( untreated condition) and the wheels still look like new! I tried wheels from Cromwell, or the Cromwell agents in South Africa – I set lasted 3 shafts..Cromwell prices were 2/3 of the Hofmann wheels.
Also, just for info, I started with wheels 25mm diameter but thet greater contact area required almost double the pressure to create a good knurl – 15mm worked very well, but the wheel speed made the center pin take strain – 20mm diameter was the sweet spot. 4340 is not a nice steel to knurl..
Joe