I use the scissor style knurling tool and I find that it takes a lot of pressure on the screw to make a good impression. To avoid that issue, I simply set the tool up so that it bears nicely top and bottom of the work, then retract the cross slide, tighten the tool and run the cross slide in to do my knurling. Then, I get tremendous pressure as the knurls approach center. The knurls don't actually have to reach the center line, and they work perfectly with very little strain on the lathe headstock or any other part of the lathe.