Start at the bottom. Each rectangle should be glued independently, then glued together. For example: glue the pieces occupying the bottom red rectangle first, then the pieces occupying the next blue rectangle. Now that those two sections are complete, glue the joints together. Now glue the pieces occupying the next red rectangle together, then glue that section into the previous two sections. Repeat these steps as you progress up the cross. Glue the top and side-arm sections separate and then glue them to the center mast. As I said, this is how I found it easiest to glue all the pieces together and ensure a good fit, but I'm sure it's not he only way.
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