9 Now my son, I would that ye should repent and forsake your sins, and go no more after the lusts of your eyes, but cross yourself in all these things; for except ye do this ye can in nowise inherit the kingdom of God. Oh, remember, and take it upon you, and cross yourself in these things.

from this site:

Putting these ideas together, I believe that to “cross myself” means to stop myself when I may be heading down a wrong path, to question my actions and my motives, and to discipline myself to do what is right, even if it requires some sacrifice.
I made an effort today to be more thoughtful and more aware of cases where I might need to cross myself. I can’t report any specific case where it made a difference, but I found it helpful to have this principle on my mind throughout the day, and I’m grateful for this reminder from Alma.