Good grief, so many questions.
Last one first: Not as fast as for machining, I would use about 1/5 or less of the speed I machine at, sometimes slower. Knurls generally run on hardened steel shafts with no bearings and they often spin much faster than the work. I have found the speed limit is often avoiding getting the knurls too hot.
I have no idea if there is any fancy technical explanation for how knurls work and I have had them make a perfect knurl on one part and then a sort off half pitch knurl on another. What I found was the best approach was to feed in fast and then the knurl does seem to 'jump' into a good engagement; feeding slowly seemed to accentuate the double knurl effect.
An open mind is a virtue...so long as all the common sense has not leaked out.