Question Summary:
Can women sit cross legged?

Question Detail:

Are there any sayings from the prophet or his companions regarding a woman sitting cross legged?  
Was this practice ever admonished in Islam? 

Answer :

In the Name of Allah, the Most Gracious, the Most Merciful.
As-salāmu ‘alaykum wa-rahmatullāhi wa-barakātuh.
A woman may sit in any posture including cross legged if it is not immodest or revealing. In doing so, that also depends on the type of her dressing.
And Allah Ta’āla Knows Best
Abdullah ibn Mohammed Aijaz
Student Darul Iftaa
Baltimore, USA 
Checked and Approved by,
Mufti Ebrahim Desai.