Well, I do have to wonder how Knights are going to prevent a fleet from bombarding the planet from orbit. I would at least think a Knight World has defence batteries and/or orbital stations. On Mechanicum alinged worlds those would be manned by servitors but I can imagine on Imperial aligned Knight Worlds some type of Men-at-arms would man those batteries.
From there it's not really a stretch to consider the Knights having a small military to patrol the settlements, guard supplies, man the walls of their keeps, keep the consorts and sacristans safe from assassins etc. More like a heavily armed police force rather than a proper military. So, no tanks/flyers other than transports, no heavy guns. Ogryns could work as Riot Police, someone has to rough those peasants up a bit when they start complaining about the third tax raise this week. Ungrateful peons
Space Marines are more difficult angle, still nothing is impossible. Say a Marine Chapter deploys to a Knight World to save the World, a warp storm rolls in and the Marines and Knights are trapped for a millenia forced to fight for their survival. After the Warp Storm dissipates, the force that comes out is a mixture of Knight House and Space Marine Chapter.
Or stay within Games Workshop Canon (if such a thing truly exists) and just say the Chapter and Knight House like each other so much they have sworn oaths to help each other. Sounds a bit bland to me but there you have it