Here is the knurler: https://littlemachineshop.com/products/product_view.php?ProductID=1911
Cost is not too dear and it would get you up and running quickly. Rather than making a knurler from aluminum, I would consider the one from LMS instead. Later, when you are more confident of working with steel, we can re-visit making a knurler if you like.
I have that knurler, so far I have to say it works very well..