To make a cross out of a palm branch, you only need one palm leaf from the branch. Everything else is achieved through a series of loops, knots and folds.
Locate a point about halfway down the palm, and fold the palm from that point, so that the two ends form a 90-degree angle between them. It may be helpful to draw a black line along the end pointing right. Next, wrap the end to the right all the way around the fold, so that it ends up pointing back to the right. Then take the end that points down, and fold it up.
Take the end that is now pointing up, slide it through the back of the center fold, and pull it tight, so that it forms a square knot. The ends of the palm should be back in the 90-degree angle they were after the first step.
Fold the long ends back through the knot to form the arms of the cross. Take the end pointing to the right, and push it through first towards the left and then back to the right, leaving loops on both sides to make the arms of the cross. Then take the end pointing down, and loop it once through the knot. This forms the top and bottom of the cross.
Flatten the loops for a more traditional look, or leave them rounded to make a three-dimensional cross.