Tell us about yourself!
Nope. As I know it happens on wide angle lenses like at 18mm (that is what you get with the kit lens for APS-C sensor cameras.) If you zoom in the X effect will not be visible but it will still visible in some cheap variable nd filters. It's not related to the aperture. The main use of Variable ND filter is to open the aperture (e.g. f/1.8) to get shallow depth-of-field on a sunny day.