Getting crosshairs for these weapons is pretty simple: You just need a copy of the .ucl file in the UT2004/System/ directory and they will show up in your weapons database. From there you can adjust the size/color/shape easily.
Here's a download link. (Updated 12/28/06)
If you don't want to have to download anything into your UT2004/System/ directory (this could cause version incompatibility errors) then you might want to just edit your User.ini (in UT2004/System) and add something like this below. Should be straightforward enough to tweak these settings to your liking.
[BalancedZenWeapons.BenelliShotGun]
bUseOldWeaponMesh=False
ExchangeFireModes=0
Priority=30
CustomCrosshair=2
CustomCrossHairColor=(B=0,G=128,R=255,A=255)
CustomCrossHairScale=0.497678
CustomCrossHairTextureName=Crosshairs.HUD.Crosshair_Circle1
[BalancedZenWeapons.mp5Gun]
bUseOldWeaponMesh=False
ExchangeFireModes=0
Priority=26
CustomCrosshair=4
CustomCrossHairColor=(B=128,G=255,R=128,A=255)
CustomCrossHairScale=0.751185
CustomCrossHairTextureName=ONSInterface-TX.MineLayerReticle