Patches
If you click there and scroll down a bit, they have some "blank" X-patches. I recently found these, but haven't ordered any yet. I actually did a jacket with similar patches on each shoulder, but they had "Professor Xavier's School for Gifted Youngsters" around them, so I just blacked the letters out with a fabric marker. It actually has a cool effect, as you can only see the text if you're up close-- but I would have preferred these blank versions instead. Ah, well. In any case, they'll hopefully help you out, tho. Unfortunately, they're not in the exact color combination you're looking for.
Alternatively, there are "on-demand" embroidery places such as kiosks in shopping malls that do this sort of stuff. Depending on the person you get to help you, he/she might be able to assemble a circle and an x into the design, rather than charging you for a completely custom setup. I've had mixed experiences with places like this, as some of the workers are very helpful and willing to try/figure stuff out for you (even if it is as simple as putting an x inside a circle), but others will just look at you and say, "If it's not in the book, we can't do it."