Seeing as how Knuckles as a tougher time against certain bosses in this game due to his reduced jump height, I've decided to give you a straight-through guide to defeating all the bosses.
Emerald Hill: No difference here. Just jump away.
Chemical Plant: Not a big difference here either, just be careful to remember Knuckles can't jump as high.
Aquatic Ruin: A bit tougher, since Knuckles can only jump on certain darts that his jump can reach. Once you get on top of one of the totem poles, just keep gliding through Robotnik and land on the other side. Simple.
Casino Night: This one, is actually easier. Climb on the walls and keep gliding through Robotnik, grab the other wall, and repeat till he blows up.
Hill Top: No difference.
Mystic Cave: See Chemical Plant.
Oil Ocean: No big difference, really.
Metropolis: A bit harder due to reduced jump heighth.
Wing Fotress: Harder, since he can't jump as high. Be careful not to mess up here.
Death Egg(Silver Sonic): No difference.
Death Egg(Robotnik): Very hard. Knuckles cannot reach very well over his claws, so don't do that. You'll have to try your best and hit below there, but be careful not to hit his legs while he's moving. Hitting him in the butt works too, but I'd suggest against it.