The Imps arrived at Gigg Lane with a 4-3-3 formation that restricted Bury for long periods.
But second-half goals by Efe Sodje and Andy Bishop secured a convincing victory for the Shakers, taking them up to second in League Two.
"It's difficult to break their shape down, when they're out of possession it's 4-5-1, but you just have to do the right things at the right time, and we did that in the second half," said Knill.
"We did ok in the first half, it was just frustrating. Everyone turns up and expects us to be like Real Madrid but sometimes the opposition stops that and you can't always play great football.
"We said at half-time that if we can just pick the tempo up we can win it because we thought the next goal would be the one, so full credit to the players, they were magnificent again."
Bury striker Andy Morrell had broken the deadlock on the half-hour mark, only for Lincoln to level within seven minutes through a David Buchanan own goal.
Sodje's 50th-minute header and then Bishop's 66th-minute penalty maintained Bury's 100 per cent home record though.
"Six games are nothing, there's a long way to go, but you've got to be happy with four wins and two draws," Knill added.
"If we're getting the same level of performance in 40 games' time then fantastic. But all you can do is beat whoever's in front of you each Saturday and so far we're doing pretty well."
BURY: Brown 7, Scott 7, Futcher 7, Sodje 8, Buchanan 7, Bennett 8, Dawson 7, Barry-Murphy 7, Jones 6 (Baker 86), Bishop 7, Morrell 7, (Hurst 74). Subs: Cresswell, Racchi, Belford.
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