First make sure that you have the most recent driver from Allen & Heath. Once you do you need to select the Xone 23c as the sound device in Cross DJ, typically for windows it will also say ASIO in the device title.
Here are some screenshots to help show how to setup audio routing, where mine says "Soundflower" is where your settings should say something along the lines "ASIO Xone 23c"
Screen Shot 2018-06-10 at 11.26.52 AM.png
All other settings should be the same as in my screenshot (yours might not display the extra cables coming out of the third box on the bottom but don't worry about that).
I have setup the Aux input as Input 1/Input 2 in this shot because the Xone 23c should use this input to listen to the record output by default. If it doesn't do this, then it is most likely setup for DVS use which is covered in the manual for the mixer.
With the Aux Input in Cross DJ listening to the Input 1/Input 2 on the mixer you can record your mix in Cross DJ without any extra cables, hardware, or software needed. Just make sure Cross DJ is set to record the Aux input on the recording page:
Screen Shot 2018-06-10 at 11.26.31 AM.png
With this setup you will be able to record both decks in Cross DJ and I believe any analog inputs connected to the mixer, however I don't have one here with me to test that.
Let me know if you run into any issues or need any more clarification.
Adam @Mixvibes