You should check the "myconf=scan" boot-option. It will scan for knoppix.sh file, and if found will execute it during booting.
This is just the "post-configuration shell script" you are asking for.

You can use this with "KMenu->KNOPPIX->Configure->Save KNOPPIX configuration" to save & reload configuration files.

You can't use this to save boot-options, as that's non-trivial to implement, if it's at all possible.
If you want to use custom boot-options with only the CD, easiest way might be to reburn the CD with edited boot/isolinux/isolinux.cfg file. This way you don't need to do full remaster.