It's a bit tricky, actually, because the Krylov method ignores fast decaying modes (where the transmission is close to zero). That's not really a problem if you have high transmission in some parts of the spectrum, because then the ignored part is negligible, but if ALL current is due to very low transmitting modes, then Krylov is simply not accurate enough, and also cannot be used to determine the proper k-point sampling. But if you have decent transmission, you can use the k-points from Krylov for Recursion.
Note, however, that if you want to be properly correct, it's not even sufficient to determine the required k-point sampling for zero bias - you should check it for every bias; indeed, most of the time, the zero-bias spectrum is the cleanest and requires the fewest k-points. To get around this problem, and the fact that often you need too many k-points in the regularly distributed Monkhorst-Pack scheme, we have implemented an adaptive k-point integration scheme in ATK 2015, that I strongly recommend having a look at. See
http://www.quantumwise.com/documents/manuals/latest/ReferenceManual/index.html/ref.adaptivegrid.html for a lot of details.
With that method, you can often save 10-100x on the computation time for the transmission spectrum, as illustrated in the attached picture, showing the used k-points as black dots for a high-accuracy calculation of the transmission, where the Monkhost-Pack grid would need at least 200x200 points, but the adaptive grid only used a few thousand points in total.