I double wrap all my handlebars... well, both of them

I prefer the slightly softer feel, but more so the extra thickness of the bar itself that it adds (the link in my sig shows double wrapped bars). I ride my cross bike the same way. I did absolutely nothing different than normal wrapping when doing the 2nd layer. The first layer doesn't add all that much more that you'd run out of tape.

I went double wrap, but next time I may get that specialized super phat bar gel wrap stuff... I think fizik has something similar.