Latin is not all that keen to form compound words.
It is far more common with Greek, so you may have more luck looking for a Greek compound for the same concept.
Perhaps you should talk about a sophophage rather than a cognitionivore.
(If you want to look for good Greek words for this purpose, I recommend taking it to a separate question.)
I have seen a number of Latin compounds, but never from a word ending in -io.
The Latin compounding system does not feel very flexible.
I suggest looking for a more compound-friendly word to begin with.
Depending on your use case, I might go with librivorus, "book-eater".
It feels more natural and idiomatic, and can be interpreted broadly enough to mean someone who devours knowledge.
Similarly, you could start with words like ars or notus and use artivorus or notivorus.
To get a feeling for what these words mean, you can ask in the comments or check any of the good online Latin dictionaries.
While the word cognitionivorus others suggest may be technically correct — although I would like to see examples of previous use with similar words — I find it somewhat forced and unnatural.
In addition to being clumsy for compounding, cognitio might not be the best word for "knowledge", but that depends on your goal and context.