Like Black Cavalier I think the driving factor is how you plan to make the dismounted riders usable.
Possibly you could drill holes in the riders' crotches to install a peg which matches a hole in the saddle top.
Then for dismounted you could prepare bases with a tube rising up that would accept the same peg and support the rider at the appropriate standing height. The peg could be brass rod or other rigid wire (large paperclip, stiff floral wire, possibly styrene rod, etc.) The tube would be a matching durable material (brass, aluminum, possibly plastic).
The one downside to doing this by hand is it would be hard to get uniformity as far as peg and hole location. The bases with tubes would probably not matter and could be interchanged from rider to rider, but depending on the saddle shape and variances in drilling by hand, each mount might only fit with a specific rider. However that may not matter since probably with knight miniaturess you want a one to one rider / horse relationship so the gear matches.
Frankly when I've done this project for mounted D&D characters, I've left the riders attached to the horses, and painted up to match an existing standing figure and then prepared a set of riderless horses. The riderless horses are mostly markers so it's not that important if the gear doesn't exactly match the mounted and standing figures, so once you have some they are very versatile.
There is a third option which is use standing figures and prepare "hobby horse" mounts to accept them for when they need to be mounted. This is handy if you already have a large investment in painted standing figures (again, for example as is usually the case with D&D).
I did this using the Horse Toob from Safari Ltd, which are toy vinyl pre-painted horses sized for 25-30mm models. With a razor saw I cut the horse in half behind the front legs and then attached the horse front to a base with a platform behind it that raises the standing figure to the correct height of a mounted model. Sorry I don't have pictures.
Safari Ltd Horse Toob: link