Mu'jam Kabir Tabarani 9360 — Sayyiduna Abdullah bin Mas'ud said

Al-Haytham bin Shihab narrates that Sayyiduna Abdullah bin Mas'ud (may Allah be pleased with him) said: "For a man to sit on two heated stones is better for him than to sit cross-legged in prayer."
Abd al-Razzaq said: What is meant is that when he prays standing, he should not sit cross-legged in the tashahhud, and when he prays sitting, he should sit cross-legged.