I have familiar results with my tuned R33 with a HKS 2535 running decent boost. I always get 40 knock on start up.
As far as fixing your problem, its not your A/F ratios that is causing the knock, its the timing. You are probably running too much timing. The only way to trace it, is to use the MAP Trace and finding what RPM you are knocking at. However, i have refused to do this as i cannot hear any ping on my car and the old rule of thumb is to advance it until it knocks and the retard it a little. I've been running like this for over a year now, but ive always got one ear open and one eye on the knock.
Also i have just found that the new Shell Extreme Fuel (100) is reducing my knock, i like it.