It isn't clear whether you are looking for a tiny hex key or the knob is secured by some other method. The usual knob mountings are by using a split splined shaft, in which case it will pull off if given enough force, grub screw as you described or by a collet. If it's a collet type, the cap at the top of the knob will pull off (you might have to slide something under its edge) and beneath it is a screw slot that pulls the insert so it grips the shaft.
Brian.