I have made several of these lately, and if you follow the Wearable Arts forum, I am also working on an all lampwork bead rosary. It was suggested that I write a tutorial for the cross, so here goes.
The hole in this tutorial runs top to bottom on the cross. I am sure you could do a horizontal one in a similar way.
Step 1. Prepare glass/tools/twisties etc.
I use twisties to decorate my crosses with raised flowers and leaves. Make sure you have all this prepared ahead of time.
Step 2. Make a barrel
Step 3. Using a marver or parallel press tool, square off the tube and fire polish the chill marks
Step 4. Add large dots on either side for the beginning of the "arms". Make sure you get them even.
Step 5. Flatten the dots
Step 6. Repeat adding and flattening dots until you get the length you want for the arms.
Step 7. Heat the arms. Use marver, parallel press or other flat tool to square off the arms even with the body of the cross. Don't forget to flatten each end.
Step 8. While flattening the arms, be sure to check from all angles. This picture shows how you can get "wings" instead of arms if you don't look down the length of the mandrel during the process as well.
Step 9. Decorate. I used a twistie of red/coral/white and placed a dot and then used a marver to flatten it, leaving it partially raised.
Step 10. Add leaves. I use a twistie of pea green and mosaic green (I think). Then I use a pointy tool to put in the middle vein and pull the leaf a little pointy (some are better than others

)
Step 11. Dot the center of the flower. In this photo I used red to dot the center, which I also heated and smooshed slightly.
Wah-lah, you're done. Anneal properly.
One thing to note, during the entire process don't forget to heat the bottom along with the rest. It is easy to forget while worrying about making the arms or decorating the middle. Keep that bottom portion heated to keep it from cooling quicker than the rest and breaking.
Good luck and hope to see some of your crosses in this thread!