Can you provide a little more information on the item that is being knurled? Diameter, length, etc.? How many pieces need to be knurled? If you are using the flat die rolling process to create the knurls, then several of the comments already mentioned are very important:
1. You will need to create a profile with a high penetration rate, so that material is displaced as much as possible early in the process. Work hardening during the deformation process will make it extremely difficult to fill out the profile at the end of the cycle.
2. Die material will need to be very hard: M42 with a hardness of > 65 HRC would be my first choice. Have you discussed this with OSG, PTG, etc.?
3. Have you investigated warm rolling? I haven't looked at the strength vs. temperature characteristics of Stellite 6B, but difficult to roll materials are usually heated in the range of 480 C then introduced to tools that have been pre-warmed (~ 90 C). This is why M42 HSS tool steel would be a good idea, as it has very good resistance to softening (temper resistance) and hot strength.