brush_slip,
There is NO Personal Teleporter included in the Grey Knights Dreadknight kit. Most of the time I see someone using them they are typically just "Count-As" with no sort of modeling whatsoever.
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That being said, I say, go ahead and model one! I have three potential ideas!
1) If you are handy with Green Stuff, you could create a backpack and add antennas, similar to the Interceptor's backpack.
2) You could use an antenna from an available kit, I believe the Tau have many options. (And whether or not you choose to believe it, the Dreadknight came from Tau technology. I don't buy it, but hey, I don't write this stuff!

)
3) (The option I used on all 3 of my Dreadknights) Paint the base of the model to look like a Teleporter Pad, similar to the Star Trek series.
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I would send you pictures of my Dreadknights, but alas, my camera is currently broken and I won't have the opportunity to pick one up for a while. Sorry, mate! :(