(1) You do this by mounting an ordinary straight knurling tool on a radius arm and
swinging it around in just the same way as a sperical turning tool works .
(2) Shaped knurls are available but they are a bit of a rarity .
(3) In olden times curved knurled terminal screws were either made on a rose
engine (part of the gear of an ornamental turning lathe such as a Holtzapfel)
or they were little lost wax castings .
(4) Dead easy by CNC but of that another day .