I installed one on my Henry J a few years ago. What worked for me was to first put a wire wheel in my drill and buff out all the "threads/splines" at the end of the shaft being very careful not to touch any part of the painted/exposed surface. Then I lubed the threads with go-jo and tapped the new knob on using a rubber hammer while holding the lever with my other hand to absorb the shock. It was not easy. If I had to do it again, I'd take the upper part of the mechanism completely off and then, still buff the surface down and apply the go-jo, lay the knob on the floor (with lots of padding) and light tap the lever to drive it into the knob.
It may be wise to hear what others have to say too before starting.