Lets say we want that shape on this cylinder: 
The first thing we should do is spawn in a 2D plane and delete one side of vertices so we are just left with an edge, like so:

We would then set a screw modifier on the new edge we just created and set the axis to X in this case so that we get this cylinder looking shape. 
then adjust the screw value and iteration value until the object roughly matches the length of your handle as well as your desired length. Here's what I have now

you can then go into edit mode with this object and adjust the thickness by adjust one of the vertices like so:

Adjust to how you see fit.
Now align this object with your target object, in your case the sword handle and set a shrinkwrap modifier onto the criss-cross shape while setting its target as your sword handle. Then apply a solidify modifier and adjust so you get something like this (you may need to adjust screw and iteration values if it doesnt look right.)

And for the final step, duplicate this new criss cross and then with the object selected type (S Z -1) ((In this case we used the Z axis)) and then slightly adjust the new object as well as increasing its solidity to solve any clipping. Your final result should be like this:
You can then add as many criss cross shapes as you need as well as adjusting modifiers to get your desired effect.