Can you show more about how you did the setup for that.
Jeff,
My apologies for not answering earlier. In terms of setup, keep in mind that I am using a cut knurler, so with a form knurler, things are probably a little different.
This particular cut knurler has a cutter head that is adjustable up-down on the tool holder. So I keep the tool holder height fixed, and only adjust the actual cutting head.
The adjustment is done by a screw on top, once you loosen the 3-side screws that hold the "head" that holds the cutters in place. Even when I am doing traditional cross-knurling, I always adjust, fine-tune this height so that both cutters are touching the material at the same time. So when I want to do swirl or twist knurling, I simply adjust the head down, like two full turns, so the bottom cutting knurl wheel is not touching the work - only the top one. I then proceed to feed (x-direction) and engage the carriage so the knurl proceeds towards the chuck.
In this picture you can see the top height adjustment screw (with the D and U, for down and Up), and the 3x side screws you tighten once the head is at the right place:
Here, on free-machining brass, I used both methods. First a symmetric knurl, and then in the middle (smaller OD) I did just the twist/swirl knurl:
Here I did both a normal swirl, and a very light swirl: