I am a big fan of compression knurls. The majority of the force is placed on the tool not on the spindle bearings.
I have a eagle scissors type not sure if it is eagle brand or not.
looks a lot like this one:
I bought a different brand but same concept. Has a range of between 20mm and 3mm and I think for very small stuff like I do it is excellent. In fact I doubt I could do a nice deep knurl in 3mm brass any other way.