I've seen folks wearing these made with hemp cord or twine since I was a kid. I even remember trying to make one back in the 70's at a vacation bible school, but couldn't figure it out and ended up making something with popsicle sticks instead. I saw one online while surfing(KHWW) and it sparked my memory, so I gave it a try.
It's made using a couple of sinnets(round or square will work). I start with four 24 inch lengths of gutted(inner strands removed) paracord. Make the two separate top and bottom sinnets of the cross first, no loop on the bottom part and I make a small loop on the top part, but you could make the loop longer to use as a lanyard, fob, or necklace. Once you have those made, with the loose ends facing each other, use two strands from the top and two from the bottom and continue a sinnet out to the side making an arm of the cross, doing one side, trimming and melt the ends, then do the other side.
I made a few more using the round sinnet, two outer ones are made with Atwood utility cord(olive/black tracer and the woodland camo) and the smaller center one with olive/black tracer Type I paracord.
The black and neon green cross was made with gutted 550 paracord using a round sinnet.
I also made this small 1.5" by 1" cross in leather.