You may have to string them onto a heavy thread with a sewing needle and then tack them on after you've finished your knitted piece. If you can find a yarn needle that's small enough to fit through the bead hole and the eye is still large enough to take the yarn, that would work. I use beads in knitting but usually have to ream out the ones with smaller holes.
Most of the time, I use "Pony" beads which have at least a 2.5mm hole. I use a super small crochet hook or bodkin that will fit through the holes. Unfortunately, most of the really pretty beads have the smaller holes and the manufacturers didn't consider that a knitter might want to use them. I actually bought a high speed dremel tool to ream out the ones with smaller holes but it's a tricky thing to hang onto that itty bitty bead and try to drill it, too. Some of the bead sites actually have the hole sizes listed.
Another option is to separate the yarn strands, string the beads and holding the bead strand and your knit strand together, knit the bead/yarn into the main yarn. Mary