Brocho before eating this: Borei Minei Mezonos
Brocho after eating the proper shiur of this: If the Knish has a thick crust then the proper shiur of crust is usually eaten so say Al Hamichya. If it has a thin crust, then the proper shiur of crust is usually not eaten so say Borei Nefashos.
If one is Koveah Seduah on this item, Hamotzi Lechem Min Ha'aretz and Bentching are required.
Source: The Laws of B'rachos (page 371)