Cross development is pretty popular on MSX. Assemblers such as tniASM and Sjasm are widely regarded as effective utilities to create MSX software.

MRC user nitrofurano takes a different approach towards cross development and sees possibilities in ZXBasic, a retargetable compiler originally developed to create software for the ZX Spectrum. Plans are to extend the compiler to make it a useful tool to develop MSX software.

In this forum thread you can find info on the ZXBasic compiler being a multiplatform cross-compiler, coded in Python, which you can use on Linux, OSX, BSD, Haiku/BeOS, ReactOS, Windows et cetera. Since the ZXBasic compiler is coded in scriptlanguage Python, it's possible to add libraries containing MSX specific features such as MSX2+ and GFX9000.

Relevant link: ZXBasic Compiler for MSX