Firstly Miles, you have done a superb job of it.
Maybe not perfect but then for a first it was all going to be about learning.
I can only give you what I do, but that may not be the right way. I only know it works for me.
Firstly ensure that the pen blank is square, all side are equal.
If using the slotted method (that is where you don't cut completely through the wood and leave a very small piece attached so you can insert the infill) check the thickness of your blade (including the teeth pitch, that is called the Kerf) that you are using to cut the angle in the blank.
You then need to have a piece of infill cut to the same thickness as your saw blade, if you find it tight to slide the infill in the sand it down a little to allow for glue thickness and easier to slide in.
I would recommend that you make a saw jig up so that you cut the blank in the same place every time, otherwise. Mark a line around your blank at right angles all the way around the blank. That will be your start point.
Cut at an angle of 60degrees ( that's where everyone else will disagree with me) cutting and leaving around 2mm left and not cutting completely through the blank.
You then glue your infill in to position, once the glue is dried you will then need to make sure the infill is cut back and sanded down so that all the sides of the blank are equal again. As for glue, it doesn't really matter what you use, any wood glue or dare I say it CA:wink:
Complete all 4 sides in the same manner then you will have the start of your cross.
Once all infill are glued up you then need to make sure you drill your blank centrally to the blank, otherwise the cross will be off set and won't have all sides equal.
Hope this helps.
Remember, depending on the woods used you may get bleed through from the darker woods to the light ones. So make sure sealers are used prior to sanding.
Look forward to seeing the results..
Oh, there is the "rats nuts" method for an 8 sided cross as well.