There's a no specific command to achieve the "knurling' in SolidWorks. Like you said, you can project a curve and then using pattern options achieve the required effect.
Other simple way would be, since it's for visualization, you could just go and change appearance. Select the fact you want to change, go to advanced-->Surface Finish--> select knurling. You can make changes to the knurl angle and the height of the knurl based on your needs.
Hope this helps
I understand it now there is no way to pattern the cut since the surface is not constant, Only way to do it is manually. which sucks really. But its ok I will skip it. Out of curiosity how are these type of handles knurled in real life? Knurling wheel?
This is the best way to model knurl surface that I found in the web, review this link:
Please if you agree click "it worked"