Just make a knife and use partial transparency on the weapon-gfx. I'll try whipping something up from a lightsaber mod I have.
EDIT: See the attached image. Big ones are the images for knife.bmp in interface-gfx/guns, small ones are knife.bmp and knife-2.bmp in weapons-gfx.
Cut out the ones you want using a image editing program that supports partial transparency, like
The GIMP. Cut and paste the image you into a separate image with no background and it as a .png. Rename it to a .bmp and treat it like a normal mod file.
Sorry if you can't really understand that, it's the only way I know how to explain it.
Almost forgot credit. The original images were by Czesiu.