How do I write this cross Join in MySQL?
MySQL does not support WITH and does not use [] around identifiers (it uses backticks (`) instead). You will probably have to repeat the right SELECT ... UNION ... as a subquery for each join. Other than that Cross join is the default one if you do not specify any join conditions.

SELECT cr.num AS ControlRange,
       sb.num AS SensorBias,
       se.num AS SensorError,
       vd.num AS VDCurve,
       i_t.num AS INSHalfCurve,
       i_s.num AS INSSensCurve,
       exdex.num AS ExogDEXCurve,
       initg.num AS InitGlucose    
FROM (SELECT 0 as num UNION ALL SELECT 1) cr
CROSS JOIN (SELECT 0 as num UNION ALL SELECT 1 UNION ALL SELECT 2) initg
CROSS JOIN (SELECT 0 as num UNION ALL SELECT 1 UNION ALL SELECT 2 UNION ALL SELECT 3 UNION ALL SELECT 4) exdex
CROSS JOIN (SELECT 0 as num UNION ALL SELECT 1 UNION ALL SELECT 2 UNION ALL SELECT 3 UNION ALL SELECT 4) i_s
CROSS JOIN (SELECT 0 as num UNION ALL SELECT 1 UNION ALL SELECT 2 UNION ALL SELECT 3) i_t
CROSS JOIN (SELECT 0 as num UNION ALL SELECT 1 UNION ALL SELECT 2 UNION ALL SELECT 3) vd
CROSS JOIN (SELECT 0 as num UNION ALL SELECT 1 UNION ALL SELECT 2) se
CROSS JOIN (SELECT 0 as num UNION ALL SELECT 1 UNION ALL SELECT 2 UNION ALL SELECT 3 UNION ALL SELECT 4) sb
ORDER BY ControlRange, SensorBias, SensorError, VDCurve, INSHalfCurve, INSSensCurve, ExogDEXCurve, InitGlucose


http://sqlfiddle.com/#!9/9eecb7d/27829 (hope I did not do any mistake when rewriting it)

You could instead create tables Two, Three, Four and Five if you use it often, but there is soe overhead in actually storing it.