NOTE: This walkthrough only entails how to defeat the "real" Robot Master, and get the Beat Letter.
Before I get on with the strategy, an interesting tidbit about Knight Man. He was one of the Robot Masters that was created through the Nintendo Power Mega Man Robot Design Contest from the early-mid 1990s. Knight Man, one of the two winning entries in this North American contest, was created by Daniel Vallie of Canada.
All right, on with the show. Knight Man's level is short but packed with traps. Fortunately, most of the obstacles are nothing you haven't seen before or can't deal with. One word of caution, the little robots wearing graduation-style caps move slowly, but if you shoot them once, they get pissed and start moving quickly and angrily. But one more shot from there on out will finish them off. If you're going to kill them, be sure you're in an easy situation to deliver both shots. Don't worry, they're not as hard as I make them sound!
Near the end of the stage, you'll find the branching path. Use the Rush Power to break the block and advance downward to find the Robot Master.
Knight Man isn't too tough to beat. His only attack involves using his mace ball, which isn't that hard to avoid. While dodging the ball, return fire with the Yamato Spear, which he has a great weakness to. It's not too hard to win this fight.