I have deleted and re-downloaded the software itself only to find upon re-installation, it boots and doesn't go through the standard set-up procedure - jumping straight to downloading the blockchain.
Do you mean the screen where you can set the datadir and other setting like prune?
Start it with
--choosedatadir command line arg and it should open that set-up procedure a.k.a: "
Welcome Screen".
That'll only work in the GUI client though.
Otherwise, you can set it in your bitcoin.conf file like others have pointed-out
or launch it with --datadir=<custom_datadir> every time you want to launch Knots.