Just some quick ideas off of my head for the tests.
Well, with heraldry and knowledge of royalty and religion in there, I'd think it'd be natural for part of that to be DC-based questions, 'Identify this religious icon and tell us the history', 'Identify this coat of arms and tell us three things about its owner.'
In one way, that could be a cool way to work in details later for the game, for example if the party will need to track down said McGuffin... err.. icon, or visit this lord's estate - at least some background will be established.
Like I said, increasing DCs with the player roleplaying out the responses.
Mounted combat and a BAB requirement? Jousting - hitting targets at full gallop (DC based again), as well as mounted combat against foot soldiers.
Just some quick ideas.
QUICK EDIT: On the issue of alignment too, if you have done a good job detailing the duties and responsibility and code of this paladin order, it could make for interesting roleplaying for the character to stand before a council and be asked questions of morality and be asked to define his role and reaction to said things. Don't let it go on for hours - like alignment debates tend to - but just enough of back and forth for the player to get a Feel for what it means to be a knight in service to their god and country.
