Measurements of the NMR Knight shift tensor and nonlinear magnetization in URu$_2$Si$_2$

URu$_2$Si$_2$ exhibits an anomalous peak in the nonlinear magnetic susceptibility at the hidden order transition. In order to investigate this anomaly, we conducted direct magnetization measurements and investigated the detailed angular dependence of the $^{29}$Si nuclear magnetic resonance Knight shift tensor. We find that the nonlinear magnetization is smaller than previously reported, and the analogous nonlinear Knight shift tensor is below the detection limit. Our results suggest that the magnitude of the anomalous peak is sample dependent.