Salve,

first tipp is use CD-RWs and the second is save the time for burning: http://www.knoppix.net/docs/index.php/HdBasedHowTo

But isn't possible to use (or fork ) Grub to boot an iso as loopback to boot an iso without copying or burning it?
Booting the iso directly is more smart and would be handy to be able to boot Knoppix from a FTP-sever without storing it localy or burning it

Greetings
rob