Two things keep happening: the tool angles of perpendicular of the rod and the pattern is messy and never that deep.
Any advice on how to do this better is greatly appreciated.
I'm not sure what the comment on tool angles means. I am also not familiar with that knurler; I can tell you that if the arms of your knurler can move a lot side to side then that is part of the problem. Knurling creates a LOT of force and in this type of knurler, almost all of that force is born by the arm joints. If those arms are moving a lot then you cannot expect the knurler to produce a good pattern.
First issue is that you're knurling thin diameter stock; it can bend and move under the force of the knurlers. If the fit of the knurling wheels on one or both of the axles is really loose then the wheels can move forward or back of the centerline and this will cause the work piece to move as well. There goes your pattern. Try to be sure the knurls are perpendicular to the work or even a few degrees toward the chuck; they will track better and also not pull the work out of the chuck.
Its difficult to troubleshoot an issue like this. I'll tell you how I would do this and maybe that might give you some insight.
I would skim cut the stock to get any skin of of it. Quite often, the surface will be much harder than the underlying material due to compacting during the forming process. I don't bother with calculating diameters in most cases unless the knurls need to be a particular diameter. There are times when a knurl must be of a specific diameter to provide an adequate fit in a hole; then calculations matter. Any other time, I just knurl it as it lies.
I always chamfer the end of the work so my knurls have a ramp to access the work. My knurls have a chamfered edge to enable axial running (I can feed them down the work piece) and they like a ramp; some knurls have a convex shape to do the same thing.
I place 1/2 - 3/4 of the knurl on the end of the work and bring it into contact, then give it a 1/4 turn. This is enough to emboss a pattern that I can see. Then I rotate the work two turns to make sure the pattern tracks. Much of the time, it doesn't track. If so, I increase pressure until it does track. Once it tracks, I increase pressure to create the knurl pattern I want, either full or partial depth. Then I power feed it the length I need. Some materials, like brass, can be done in several passes if you wish. For materials that work harden, like stainless steel, it is best to create a full depth knurl in one pass. This is not something you can do by hand; you need to do it under power with the lathe turning and the power feed engaged.
If I have to put a knurl in the middle of the work piece then I just move the knurls into position and slowly increase pressure until I get the pattern I need and knurl normally from there.
Just about all materials will flake some if you dwell and brass is particularly notable for this. It is best to run it in and out under power and use either compressed air or a wire brush. I use lubricant for most things but not brass; it seems to just gum things up so I prefer compressed air to clear the flakes and it seems to work well for me.
Most of the problems with knurling are the result of insufficient pressure on the knurls. You are displacing material; you are not cutting it unless you're using a cut knurler. You need to apply enough pressure to get the pattern you need and it helps to look at the preliminary pattern under magnification to be sure the peaks are sharp (or not sharp if going for a partial pattern) before you do an axial run.
Once your knurl is done, use a wire brush and clear the flakes. If the pattern is too sharp, use a file and skim cut the points off. Air works to clear the debris. Then you can work the rest of the piece or dress the edges of the knurl or whatever.
Hope this helps. Maybe Darkzero will chime in here - he does beautiful work.