The knurler rolls for this tool are for sale for a few Euros. These rolls have a internal diameter of 6.3 mm. These are available in different shapes. With a left and a right roll cut on the bias it is possible to make a cross knurling. All parts are made of square rod 20 x 20 mm. This is a scissors type knurler. This type of knurler does not put a heavy load on the lathe. Most of the load is transferred to the knurler itself. Please refer to the site of Makoto Ishimura to see how you can round the knurler arms and the arm. He has made a film of this operation. On his site I have also found a lot of idea's to make my own tools.
Click to enlarge picture.
All part are ready for assembling.
You can download the drawings for your own use