This seems to work fine:
- Create a cylinder (12 vertices), put its origin to its bottom.
- Duplicate it with a shiftDenter.
- Rotate the copy 120° on the Y axis (or whatever angle).
- Duplicate the second cylinder and rotate it 120° on the Z axis.
- Again create a fourth cylinder and rotate it 120°.
- Now use some Boolean modifiers to merge these 4 cylinder.
- Remove doubles to make the final object clean. You should not have any vertices inside your mesh but if it happened just delete them.
Alt + C (Convert to Geometry) Delete bad intersecting faces, rebuild (re model). There´s no way around to bypass this bad geometry issue you have with the skin modifier since there´s not the necessary number of polygons between intersections, not even if you scale them.
Convert the mesh. Recreate patches to the leg.