Use brown paper bags and fold the top part up.
Cut top portion off.
Using a spray bottle with water, spray front and back of bag.
Twist the bag. Make about 10 of these to start out.
Using a glue stick or hot gun gun connect the pieces to make a rope.
Clothespins help to glue it together if using stick glue.
Continue connecting the pieces together.
Let the rope dry for about an hour or more.
After the rope is dry, start forming your cross.
Add additional glue where needed as you are forming the cross.
Additional twisted pieces may be needed to form the cross. Weave the pieces through the cross and glue.
Here's an example of a finished paper bag cross. For this one, I used about 20 paper bags.
After completing the cross, I sealed the whole piece with matte medium. A cheaper version of matte medium can be made by mixing half liquid glue and half water together.