The cross is a big problem, especially when you realize that when real soldiers wore them it likely meant they were part of a Crusade, which were uniformly anti-Jewish (remember, back then we were allied with the Muslims). The normal insignia would be other than a cross – usually the colors of one’s overlord in the feudal system.
Generically, whether a medieval solider was good or bad depended on whether he was on your side or not (as is true today). Jews of course could not legally “bear arms” at the time, though this was probably ignored in practice as long as we were subtle about it.
If one wanted to be a “reinactor” (rather than for Purim) and be a friendly medieval European knight, it would be easy to adopt the uniform of someone who was protecting Jews (as was the case – we were the leading source of tax revenue so the people in charge had an interest in protecting us – if they hadn’t we wouldn’t have remained in that region). Alternatively, one could dress up as someone who was usually friendly (a Muslim soldier) or whom we never met on a regular basis (a Japanese Samurai – they were very colorful looking, and unlike their European equivalents tended to be literate).