Federated Edge Learning (FEL) has emerged as a promising approach for enabling edge devices to collaboratively train machine learning models while preserving data privacy. Despite its advantages, practical FEL deployment faces significant challenges related to device constraints and device-server interactions, necessitating heterogeneous, user-adaptive model training with limited and uncertain communication. While knowledge cache-driven federated learning offers a promising FEL solution for demanding edge environments, its logits-based interaction design provides poor richness of exchanged information for on-device model optimization. To tackle this issue, we introduce DistilCacheFL, a novel personalized FEL architecture that enhances the exchange of optimization insights while delivering state-of-the-art performance with efficient communication. DistilCacheFL incorporates the benefits of both dataset distillation and knowledge cache-driven federated learning by storing and organizing distilled data as knowledge in the server-side knowledge cache, allowing devices to periodically download and utilize personalized knowledge for local model optimization. Moreover, a device-centric cache sampling strategy is introduced to tailor transferred knowledge for individual devices within controlled communication bandwidth. Extensive experiments on five datasets covering image recognition, audio understanding, and mobile sensor data mining tasks demonstrate that (1) DistilCacheFL significantly outperforms state-of-the-art methods regardless of model structures, data distributions, and modalities. (2) DistilCacheFL can train splendid personalized on-device models with at least 28.6 improvement in communication efficiency.