I've only thought of a couple of ideas to lock the scroll at this point but it seems a simple mod may do it reasonably well.
1. Drill and tap a hole through the chuck body that would meet the edge face of the scroll. Then put a brass tipped set screw into it. To lock it you would just screw it in and lock the scroll. It shouldn't take too much pressure because the jaw scrolls tend to hold it reasonably well because of the sliding fits with the chuck body and scroll thread tolerances. To set depth I think one would need to touch off, then use a dial gauge from the chuck body to the back side of the jaw to set the correct depth based on the known wheel geometry (tooth depth). Not as elegant as your marked system but doable...especially for repeated parts.
2. Perhaps 3 brass tipped set screws through the lower part of the jaws that would press against the scroll and lock it also. This may also help with any inherent slop in the jaws, particularly on an older chuck.
3. Might use an L or S bracket or something pinned and screwed into the outside edge of the jaws and have a set screw arrangement that would lock the jaw and bracket to the outside of the chuck body. This is probably the least intrusive on the chuck and scroll but don't see it all clearly yet with out detailing it out some. There might be some issues with centrifugal forces above certain speeds but I generally do it as slow as possible and sometimes by hand.
I've never used one of the old style hand knurlers but can see they might be ok for some young bucks with vice grip hands...but only on soft metals. The crank down scissor types give you better pressure but have that inherent "Pull" in the direction of the wheels travel because of the cantilever and slop in the pins which can create a poor uneven knurl sometimes.
One of the things I keep bouncing around with on this chuck knurler is the length of knurl obtainable. If you could run the work through the chuck knurler and spindle you would only be limited by the internal diameter of the chuck and spindle for work size, not length. From your first picture it looks like you were able to get 4-6" but it would all be based on the setup. Are you turning the work or the knurler in your set up? It almost looks like you have the chuck/work mounted in a tailstock chuck??
Ultimately it seems to me that the chuck knurler be mounted on the spindle, being turned and to have a rigid work holding system on the cross slide so that it could be auto fed?? Thoughts on any of this?

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