If you guys really want to know the specifics of welding Cr/Mo steels, I can tell you more than you would ever want to know. I've got about 23 years of experience in welding and a BS in Welding Engineering to boot. (yes, there is such a degree).
Truth be known, Cr/Mo steels can be welded with any welding process GTAW (TIG), GMAW (MIG), SMAW (stick), SAW, FCAW, OFW, RW, EB, Laser and several more, however, some processes are better than others for fabricating thin wall tubular structures. With the assumption that the welder is able to make a sound weld, the single most important thing is that the weld joint be "ultra" clean and free from any moisture, dirt, oils or any other hydrocarbon containing materials. Even oil from a fingerprint can affect the quality of the weld. The second most important item is that the weld gets the correct pre-heat and post weld heat treatment. Although Cr/Mo steels are very strong, neglecting either one of these items is a potential recipe for weld failure. Selection of filler material is also of key importance when you're designing a welded structure that is being made to protect your body.
If you need a recommended practice, don't hesitate to contact me.
Vrroom