Way back it was done... from modifying the code, I think.
off-the-top-of-my-head:
In the defaultproperties of KFWeapon, you'd need to add:
CustomCrosshair=-1 < not sure what this does
CustomCrossHairColor=(R=0,G=0,B=0,A=0), Maybe changing the colour?
CustomCrossHairTextureName="" Find a crossHair tex in the files and add it here is the important part.
Then reCompile.