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.