Math symbol similar to $\Pi$ but with crossed legs
\documentclass{article}
\usepackage{mathtools}
\makeatletter
\DeclareRobustCommand{\crossedPi}{%
{\mathpalette\loweroverline{\mathrm{X}}}%
}
\newcommand{\loweroverline}[2]{%
\sbox\z@{$\m@th#1#2$}%
\dimen@=0.8\fontdimen 8
\ifx#1\displaystyle\textfont\else
\ifx#1\textstyle\textfont\else
\ifx#1\scriptstyle\scriptfont\else
\scriptscriptfont\fi\fi\fi 3
\ooalign{%
\vrule width 0.95\wd\z@ height \ht\z@ depth \dimexpr \dimen@-\ht\z@\relax\cr
\hidewidth\box\z@\hidewidth\cr
}%
}
\makeatother
\begin{document}
$\Pi \crossedPi \Pi \scriptstyle \Pi\crossedPi\Pi$
$\mathrm{Set}_{\Pi} \mathrm{Set}_{\crossedPi}$
\end{document}
The thickness of the overline is a fraction of the thickness used for fractions in the corresponding style.
Different fonts will probably need different figures.
\documentclass{article}
\usepackage{stackengine,scalerel}
\newcommand\crosspi{\ThisStyle{\ensurestackMath{%
\stackengine{-.30pt}{\SavedStyle\mathrm{X}}{%
\rule{\dimexpr1.2\LMex+.3ex}{.31pt}\kern\dimexpr.2\LMpt+.1pt}{O}{c}{F}{F}{S}}}}
\begin{document}
$\Pi \crosspi \Pi \scriptstyle \Pi\crosspi\Pi$
$\mathrm{Set}_{\Pi} \mathrm{Set}_{\crosspi}$
\end{document}
As egreg pointed out, different fonts will need tuning on the parameters.