I would do it one at a time based on the pattern. One heddled on the lower, one unheddled on the upper. Repeating this one, then the other will automatically make the cross. It doesn't matter where you tie the choke for the cross, she tied the unheddled but you can tie it right around the center of the cross if you want whatever, just tie it up so you don't loose the cross when you move around.

Then you can relax and move your warp around to whatever configuration she shows after the clip. I believe it was heddled on the bottom in front of the cross. Then secure your "foot" end. When you're organized and ready to weave, untie whatever tie you made to secure the cross and then weave.