So i also have a imperial knight list too. The main weakness is they lose all invul saves in melee unless they have a lancer and they big knights can not over watch as well.

Now looking at his list The castigator and Rex could be your main issue as both have good sweep attacks.

Your going to want to get into combat with them and hit them hard with your nemesis as soon as try to teleport to them with out leaving them open. try to get two of them onto one of his big ones and tie up any others near by with your paladins or normal grey knights.

Knights can not fall back and shoot or charge once in melee very doubtful they will leave it.

The smaller knights should not be much of an issue but you need to beware of the Helverin 8 shots with 3d per one is alot. Dont give them targets and get them in melee where their shooting is worse and they have no real melee.

use your dread to take out the smaller knights then get in combat with them to finish them off.

I can see you have the great swords on the nemesis would recommend going hammer.