Yes, you cross wires on the rudder setup. It allows you to get the exit holes further back in the fuse. Think about you rudder servo sitting in the tray. Draw two mental pictures. One from the left side of the rudder to the left side of the servo arm. And then draw it from the right side of the servo arm. You will see the difference and it should make sense.
I have had no problems with the wires touching and I was using control line cable. Now I use a fishing line called sevenstrand. 90# coated stainless steel. They have easy to us connectors and also a special crimper for them.
If you don't want the wires to touch mount the servo on its side and have a little different exit hole heights.
Chris