I took the end caps off a set of old fashioned Thule square bars, and bent some flat bar to be an upper and lower bracket that I secure with 2x bolts each pair to the cross bar and also to the awning - nice and solid, and nice and simple to remove for storage.
1) Test fitting the flat bar:
2) Test mounted:
The bolts that locate the flat bar in the cross bars fasten into a tapped thread in the flat bar (part of the reason why the flat bar is so thick), and the lower flat bar have about a 9mm hole in them instead of the 8mm that is needed which allows for some movement when sliding everything in. The bars are long enough that the 2nd bolt is the other side of the foot, so it can't pull through easily.
3) and with the awning out: