The action of interlacing the index finger and middle finger is a kind of prayer for good luck. It is said that the gesture of crossing fingers symbolizes the combination of power, which can be used to resist bad luck or evil spirits. In oral expression, you can also directly say, "I will keep my fingers crossed for you.".
Therefore, when your foreign colleagues compare this action to you, you should of course respond to each other's kindness with gratitude. Interestingly, if you find that the other person secretly gestures behind him when talking to someone, it means that the person is actually lying and praying that he will not be punished for lying.