Currently I am at lvl 21 and have only been using 2 skills for training, IceShield and FirePole, I raised all my passives and left everything else at lvl 1.
I too think ice knight is really cool, but if you're going with an int build you really shouldnt miss out on FirePole it probably is the highest single damaging skill nobles get. I only have it at level one and I really really love it!
If you wish to stay on the path of an Ice Knight and forgo FirePole then you should try going with a dex build as your skill combo would suit a dex build much better. IceShield>IceBall>PhantomGrief>PhantomPain>ShadeOfFear>HITHITHIT. IceBall reduced speed should allow you to cast PG(reduce attack speed they hit you less) and PoP(reduce their accuracy) before monsters reach you and when they do ShadeOfFear should make them confused, when that wears of your iceshield should protect you from any damage, added with your dex(avoidability) combined with effects of PG and PoP I dont think you will loose any HP during training. A really awsome build. But a little lacking on the power side, hopefully PGs and PoPs DoT will make up for the reduced power. Good luck and I hope you give feedback on how you're doing with your IceKnight!