When we did it, we built a 4 x 8 plywood board that was situated so that a stage hand could be behind it.  We had metal knives machined in the school's shop.  The person having the knives thrown at them, stood in front so that we could measure exactly her height and body outline.  Slits were cut into the board just large enough for the knife hilts to be pushed through at selected locations.  We had one knife that would come down to the top of her head and stop.  She was walking around the stage, actually eating an apple, and asked Heinzie to see if he could split the apple in two, a la William Tell.  She put the apple on her head and the final 'knife throw' actually split the apple in two!  It required lots of practice for the knife thrower to hide the 'knife' he was throwing and for the stage crew to get the timing right but it worked extremely well.  We even had people thinking he was actually throwing the knives.  We had the advice of a fellow who liked to do theatre armaments but the school built the board.  Hope this helps.

HH