broken apart, turned and glued.  Looks like this.

Turned to just round, looks like this.

Shaped and finish applied.  Anything that fits through the window can be hung inside for added effect.  Some beads are hung in this one.

Two smaller ornaments made from one glue up.

Here it is turned just round where the window will be and the cross upright length, one and a half inches, is marked out.

Everything turned away now will open the window double the depth of cut.  The upright of the cross is going to be a quarter inch wide so a groove one eighth deep needs to be cut the length of the upright.  

Each side of the horizontal part of the cross is to be a quarter inch long so a groove that deep a quarter inch wide needs to be cut next.  To make it round seven sixteenths measured from the corner had to be removed plus two sixteenths for the upright and now four sixteenths for the horizontal arms comes to thirteen sixteenths leaving just three sixteenths of meat left to hold it together.  Good to go.

Here it is broken apart to check the window.

Didn't care for the top and bottom of the upright so it was put back together and the sharp corners were blended in and the finish put on it.  Be careful not to get finish on the glue surfaces.

When the finish is dry it is time to knock it apart and turn the inside to the outside and glue it back together.  Then mount it in the lathe for the finish turning.

Turn the whole thing to just round again.  If turned deeper where the window is the window will get steadily wider as wood is turned away.  There is plenty of meet above and below the window to shape as desired.  Just watch where the inside cavity top and bottom are so they are not cut into.

 With it turned just round there will be no windows when turned back to finish as shown here.

Anything turned away from here on will open the window.  This was put back in the lathe and small grooves cut into it to show result.  Notice how any cut made is automatically doubled.

There are limits to how deep a cut can be made and not have the turning ruined because the cut was too deep.  One inch square pieces will be glued up to create a two inch blank in this case.  When the blank is mounted in the lathe the first order of business is to turn the area where the window is to appear to the max diameter which in this case is two inch diameter or a one inch radius as seen on the right.  On the left is what it would look line if it was turned inside out now.  The center diamond would be air space and the points of the diamond are where the windows will appear when more turning is done.  This shows that a one inch deep cut measured from the corners would be too far.  The maximum cut has to be at least one eighth inch short of one inch and that may be pushing it.  So if two inch sticks are glued up to make a four inch square the cuts have to be less than two inches deep measured from the corner.  Depth of cut mystery solved.

Okay, time to get the table saw tuned up to cut perfect square and install a smooth cutting blade.  Start by cutting four sticks the same length and perfect square.  I used one inch square by six long pieces here.

Decide the best looking orientation of the end grain and put a rubber band around them.  Mark the four inside corners and number the pieces. 

Keeping the same orientation turn the inside corners to the outside and glue them together.  A quarter inch line of glue on the ends is about all that is necessary as they will need to be split apart later. 

Let it dry and wrap the ends with tape.  Heavy plastic tape can be as an added insurance that the blank will stay together.  The tape is also a reminder to not turn that area away.  It needs to remain for gluing later.