EVEN THOUGH THERE ARE SK MODELS ON GARRY'S MOD, MY TOOL WAS NOT COMPLETE AT THE TIME. I DID NOT HELP THAT USER ON STEAM.

Edit: Fixed!

Spiral Knights Model to OBJ (My latest project) has just been finished after 6 months of hard coding and procrastination.

https://github.com/XanthicDragon/Spiral-Knights-Model-to-OBJ

This tool allows you to select one of two things:
1) Spiral Knights .DAT model file
2) Spiral Spy .XML Export

Selecting either one of these will convert the model to the WaveFront .OBJ format for you to .... manually rig. I'll get back to you on that.

To get textures, you have to manually navigate to the same folder as the model and select the correct texture.