Hi Andy,
If I have read your question properly.
As far as I am aware in many years of cars with wire wheels, you do NOT grease the inner bevels on the wheel or hub or the outer bevel on the wheel, just the splines. The bevel is where the drive concentrates not on the splines. If you have greased the bevels (inner and outer) then the wheel will definitely knock (the splines taking all the torque) and will also ruin the splines over time.
On one particular 1936 Riley Kestrel we owned I had to rebuild the wheels and also slightly shorten the front wheel knock off thread to allow the wheel to press up hard onto the hub bevels which stopped the knocking. If I have read the question all wrong then swear once and disregard all.
Happy Miles.