Pelvic floor muscle traing and defo cross your legs. Panty liners a fab idea too.
Where a panty liner... theres some made for that specific reason.
I cross my legs or even hold myself while I sneeze. And maybe wear a pantiliner while you're out. Possibly bring an extra pair of panties. The first time it happened I was in public and wished I had done that. I always had an extra pair in my purse after that.
You can work on strengthening those muscles. .. squats & kegels can help.