Inside the knob is a small spring steel tab. It presses against the switch shaft and that is what holds the knob in place. To remove the knob, a thin piece of very stiff wire needs inserted into the hole in the knob and while gently pulling on the knob, you have to push the wire towards the dash which will, in effect, pull the tab away from the switch shaft allowing the knob to come off.
It is not easy and it takes a lot of patience. I've ruined a few knobs over the years...
