First make sure it's really the engine knocking and not a piece of sheetmetal flapping around, pto shaft, etc.. (I almost got a free F250 diesel 'cause the owner thought it had spun a bearing and was about to grenade itself. Turned out to be just a loose cover on the bellhousing, but man, did it ever make a racket!)
Possibly a sticking injector that leaks when cold, throwing off the timing of that cylinder but frees up as soon as it warms up a bit. Here's what I'd do:
Be ready with a wrench to crack loose the nuts holding the fuel delivery pipes to the injectors (just like bleeding the lines/injectors). Fire up the engine and immediately (while it's knocking) crack the nuts loose 1/4 turn then retighten, one at a time, to see if which cylinder is knocking (it should stop knocking when the nut is loose) . If you are fast you might be able to get all three before it stops knocking after the 10 seconds. If not, let it cool down and start where you left off tomorrow. Once you find the offending injector/cylinder swap that injector with one of the others (take notes or label them!) to see if the knocking follows the injector or stays with the same cylinder.
If it follows the injector, replace it and you're done. (or, if you're like me, take it apart, figure out how it should work, why it doesn't work, fix it, clean it, make an injector tester out of a bottle jack, fiddle around testing and adjusting all the injectors so they pop at the same pressure, then realize I spent 2 days to save $40)
If the knock stays with the cylinder, first check to see if it's a sticking valve: Remove the valve cover. Do it when the engine is cold, then crank it over (no glow plugs or throttle - you don't want it to start) and watch to make sure all the valve move up and down smoothly and the same amount. If one stays down longer then gets forced up by the piston, you found the sticky one. You might be able to free it up by removing the spring (with that piston positioned at top dead center to keep the valve from falling into the cylinder. also don't drop the keepers down the oil return passages in the head!). Remove the valve stem oil seal and spray some penetrating oil down the valve guide. Turn the engine just enough (carefully by hand) to lower the piston so you can work the valve up and down. Twirl it and make sure it's straight. Put a new oil seal on and reinstall the spring and keepers and you're good to go. If it's really stuck or can't be made to slide freely (gravity should easily make it drop without the oil seal or spring in place), then you'll have to pull the head to properly clean it up and maybe replace the valve and/or guide.
If it's not an injector or a valve, well, then it could be a bad lower end bearing or problem with the injection pump... or something in the flywheel, magneto, fan, etc. Start with the simple stuff!