Does The Phantom Knights of Cloven Helm gain 500 attack every time a phantom monster is sent to the graveyard or just once whilst its on the field?
The Phantom Knights of Cloven Helm you mention reads in its text:
If a Phantom Knights card(s) is sent to your Graveyard: [gains 500 atk]
So that means the effect will trigger each time something sends one or more of such cards to the GY.
Worth noting the "card(s)" part: that means that if you send more than one card to the GY simultaneously, the monster will only gain 500 ATK (not 500 per card)