5) Now insert the tube into the slightly-too small tube hole. It ought to stay put, but if it doesn't, try adding some thickness to it with a couple of layers of tape. The closed end of the tube should be on the same side of the cross as the open side of the folded arms.
6) Then pop your tubey-cross assemblage on your kitchen roll spike and check that it rotates smoothly. It does? Great!
7) Insert your skewers/pencils into the cardboard fold of each arm to create the yarn holding pegs. You can tape them into position, but I'd folded and taped the arms so securely that the pencils just stuck where I put them.