What’s the best way to take these -Yoinks!- down? I am UNLOADING on them with no effect. Thanks.
Headshots Headshots Headshots
Sticking them with a grenade usually helps with a follow up headshot 
Try using a Plasma Pistol + headshot capable weapon/automatic weapon. Auto-sentry is pretty effective at distracting knights and dealing a decent amount of damage. Grenades always work too. Takes down their shields and you can easily finish them off from there. Melee works too. Hope this helps
Surcharge of plasma pistol and headshot with a precision weapons
Automatic weapons. What I’ve learned is that for big enemies like Knights and Elites you want to use automatic weapons such as the Assault Rifle, Storm Rifle, or Suppressor. If you try using mid range weapons such as the Battle Rifle, DMR, or Lightrifle you’re probably going to waste almost all your ammo trying to take them down. With automatic weapons you’re able to lower their shield quickly and get them with a quick melee attack. For the little guys (Jackals, Grunts, Crawlers stick to your midrange weapons). You can easily pop a single headshot off of these guys and compared to lighting them up with an Assault Rifle. Be really aggressive when facing Knights. If you try and take them out from a distance they’ll teleport in front of you and try to slash you. Whenever you’re approaching a Knight take down its backup first: Crawlers and Watchers. Watchers will resurrect Knights if you don’t take care of them so take them out first. Crawlers may not seem like a threat, but they always come in packs and you can easily be surrounded. After dispatching them go for the Knight.