If you use this:
ssh -o StrictHostKeyChecking=no server.example.net
you may be able to avoid the question altogether, but BEWARE, by doing this you are avoiding an important check that SSH uses to verify the identity of the remote host. You've mentioned that you have the RSA fingerprint. Check it, when using this option.
You asked how you might "generate" the entry that you'd add to your known_hosts file. I'll assume you're using OpenSSH.
On each of the servers you're connecting to, you'll need to find out where the remote host's SSH keys live. In Linux and FreeBSD, everything should be in
/etc/ssh/. In OSX, the SSH configuration including keys are all right in
/etc/. If you're not sure, you may be able to find the keys with:
find /etc/ -name ssh_host\*.pub -print
Most likely, you'll have results like this:
The content of these files on the remote servers can be added verbatim to the known_hosts file used by your ssh client. And obviously, if you normally use only one type of key, you probably don't need the contents of both files.
The other question you asked was whether it was possible to specify an alternate known_hosts file. The other answer to this question gives you instructions for that.
Note that you can also specify an alternate known_hosts file using an entry in your
~/.ssh/config file. For example:
This might work for you if you collect all your host keys into the named file, and have hostnames like cloudhost1, cloudhost2, ... .