I am assuming the "Knights of God" are the Gorosei, and Im is "God"..... That's my first guess, although it's strange they weren't just referred to as the Gorosei.
The other option, which might be more plausible, is that the Knights of God are the protectors of Im, and each member of the Gorosei use to be one. Once a spot on the Gorosei open up, a Knight of God is appointed , and then a new Knight of God is chosen to take his place.
Hopefully it's something like that, and not just CP0.