I have Cr0x on a felt strop. It worked well back when I used it.
Less is more. That is a biggie.
On denim, I'm thinking it would work, but you need to be sure it's clean denim, or you're just going to be scratching the bevels with dirt/dust and that makes pits in your edge. Also, I think the denim will wear out and fray and then not work as well. But this is just a guess. Stropping on materials that are clean is the biggest part in my opinion.