First, you must get rid of the Space Sharks around the planet.
If you get close to the Ice Planet, the three space sharks will attack. Shoot one and it will chase you. Shoot the next one, then the third until they are all following you. Staying just ahead of them, lead them up and slightly right, to the Black Hole at X-85 Y-47. Veer around it and it will swallow the sharks.
On the Ice Planet
There is one difficult pathway and one easy one, then a boss battle against the Snow Panther Copter.
Jump from the ship to the first flat (but slippery) iceberg. There are robot fish who try to knock you off into the icy water. Jump from berg to berg avoiding the fish. (The easiest way seems to be "two bergs at a time" because half of the floes are slanted and half are fairly flat.)
Climb up as you Dodge the rolling snowballs. (This is too easy and may have been rushed.)
Get the Force Shield from Sir Gawain. It will bounce (only) the snowballs from the copter back at it. After each hit, the copter crash lands and fires at you. (Just duck or jump and it won't hit you.) If your shield fails, dodge until it recharges. Three hits and you are victorious.
Astro Knights
You don't defeat knights, you talk to them and they'll give you a weapon to defeat a beast. (On the jungle planet, find the Laser Lance down in the plants before you meet Sir Cador.)
Sir Cador joins you in your spaceship and you fly to one of the other two planets you have to defeat, the ice planet and the fire planet.
The phoenix is on the jungle planet
you need to defeat the dragon
the jungle planet is in space on astro knights island.
Green.
The Laser Lance is down in the metal flowers on the Jungle Planet. (see related question)
There are no fish on Astro Knights Island. There are Space Sharks around the Ice Planet at X-73 Y-83. To defeat them, shoot them and lure them to the Black Hole at X-85 Y-47. (see related question)
On Nabooti Island, the Mountains of the Moon have a snowy path to the top. On Astro Knights island, the Ice planet is one of the three planets to defeat.
There are no cubes on Astro Knights island. There are ice floes on the Ice Planet, that you jump across to avoid the robot fish.
The Laser Lance.