Sayyiduna Abdullah bin Mas'ud (may Allah be pleased with him) says: That I should sit on one or two live coals is dearer to me than that I should sit cross-legged in prayer.
Imam al-Shafi'i (may Allah have mercy on him) mentioned this without restriction in the book of Sayyiduna Ali (may Allah be pleased with him) and Sayyiduna Abdullah (may Allah be pleased with him).
And he said: A man's sitting cross-legged in prayer, which Sayyiduna Ibn Mas'ud (may Allah be pleased with him) disliked, is disliked; and the Iraqis oppose Sayyiduna Ibn Mas'ud (may Allah be pleased with him) and say that the standing of one who prays sitting is sitting cross-legged.
Then in the book of al-Buwayti (may Allah have mercy on him) he says: He sits cross-legged in place of standing, or in whatever way he is able. It is as though he took it to apply to a specific case, or he held that view on the basis of some of what has preceded. (And Allah knows best.)
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الصلاة / 3668