I’ve done it but only to round parts like you would knurl in a lathe. It was very tedious.
I drew tiny triangles down a shaft perpendicular to the surface then revolved them.
Then drew the same size triangles in an array around the diameter, extruded them along the OD and subtracted them from the revolved triangles.
The pattern was finely detailed, looked good, but again it was very tedious.
If I was going to knurl a part on the lathe I would just indicate on a drawing where and what knurling to perform. However if I was going to attempt to print the part I’d have to model it.