Unfortunately I tossed the empty packages out when I milled them. Sounds very similar to the product you mentioned though Alan. Looked like slightly moist sugar or something. The lettering was mostly red and yellow, and the product is made by "Hang Tai Marine Products" of China.
I may try to re-crystalize some, as miniskinny suggested, but I'm not in any big hurry because I really don't think it is KNO3.
If you've got any lab equipment, I'd fill a test tube about half full, lead a hose from the end to a pan of water, and invert a small beaker or jar filled with water over the end of the hose. Heat the tube, let the hot (expanding) air bubble out from the hose for a minute, then trap any gas given off as the KNO3 decomposes from heat. Light a LONG match or a magnesium splinter (held in pliers, of course), lift the (small) container of gas and QUICKLY thrust the burning end of the material into the trapped gas. If that's oxygen, it will burn very brightly for a moment.
It if isn't oxygen, the splinter will probably go out. I'd presume, as this was sold for human consumption, that you won't get anything really nasty from heating the powder. (No CLO2 or anything of that sort)
Or, dry the stuff well. Put a couple of ounces of water in a beaker and stick in a thermometer. Dump the stuff into the water (after the temp stabilises) and stir. Nitrates are endothermic when dissolving in water - the temp should drop several degrees. (I've stuck my sweaty hand into a barrel of ammonium nitrate fertilizer to break up lumps on a hot day, and it felt like it was freezing in there.)