How do I mount a power strip to the smooth metal support structure of a banquet table?
Regardess of the intent of the cross, the metal endcap of the power strip has a hole shaped like a gourd (or like a male chicken and globes, if you have a dirty mind). 

That is designed to be used with a screw mounting. The screw should be chosen so the head just fits through the larger diameter, but only the shaft fits in the slot.  Slide the screw head theough the hole, slide it down into the slot, then tighten the screw tight so it can't move. 

Now only a firm sideward pull will dislodge it.  You can stop that by a cleverly placed additional screw. 

If your steel is even 1/16", I would consider drilling and tapping the hole for the screw.