I've always liked the method where you cut off all but two or three strands on opposite sides of each conductor, and feed the strands through a pulling loop from opposing sides, and wrap them around each other in the afore-mentioned criss-cross pattern.
As long as you don't wrap any strands around the outside of each conductor below the stripped point, nothing in the head of the bundle is larger than the insulated conductors themselves, so the outer wraps of tape are smooth and no thicker than the wires.