Bit of an update and it's not great progress. I took the car to the dealers for the third time last week and made a point up-front of asking that the head technician would come out for a driver with me.
I rang the day before to confirm with the Service department that the head technician would be coming out with me, but I ended up (once again) with a very nice but quite junior technician. The terminal problem here is that these guys generally don't get to drive something like a 3330d, so my guy simply thought the car was great and couldn't hear any undue noises.
I'm firmly on the not impressed list now, which is a shame given how great the car is generally. If I'd test driven this particular car before buying it, I would have walked clean away from it. This is burning up my time and I really don't think the dealer is taking this seriously. To make any useful progress, I neded to go out with a technician (or a senior manager from the dealership) who drives cars of at least this standard every day.
Not sure on next steps, but really don's see any point pursuing it with this dealer. Might try another dealer although, to be fair, my local dealer have given me great service in general. Either way, the service staff should be more in touch with the cars they service. No good not having driven them.
Anyway, an interesting thought: I think these knocking sounds are going to get much more noticeable when the weather warms up. When we briefly had temps up into the 8-10 degree range here, my car was noticeably noisier. Now it's cold again, my car still makes the noise, but is generally quieter. That also fits the idea that the noise is coming from under-damping - i.e. the damper fluid is thinner and less viscous in warmer weather. It will be interesting to see if a lot more people pop up with this complaint went the weather really warms up.
This might also explain why a couple of people who had the knocking problem found it faded over a few weeks - that could be down to temps dropping toward the long cold snap we had.