Most martial arts training focuses on unarmed fighting, which doesn't sound very useful if various exotic melee weapons are required to fight the supernaturals.
Are you very keen on the idea that only knives are effective? There are certainly other melee options.
European fencing is a decent basis for actual sword-fighting, and a sword lets you keep your distance in a way that knives really don't. Kendo might work too, depending on whether you need to cut rather than thrusting.
If you want more distance than that, Naginata would be useful.
http://en.wikipedia.org/wiki/Naginata
Is armor useful against the supernaturals? Have the Crown discreetly encourage training in hoplomachia, with schools springing up in 2006 in the wake of the film "300". (Surely a coincidence, hmm?)
Or the Crown could give this guy a call:
http://www.telegraph.co.uk/news/news...erhampton.html