After some attempts to build crosswords puzzles with context, I found this approach:

1) Create the puzzle with  genxword
https://github.com/riverrun/genxword <https://github.com/riverrun/genxword> 

2) Edit the output table and change all {}  to  *

3) Save the table in a file (p.e. crosswords.txt) 

3) In context use this script (Revised By Wolfgang Schuster)

\startluacode
    context.startmidaligned()
        context.bTABLE( { rulethickness = ".25pt", width = ".8cm", height = ".8cm", align = "{lohi, middle}" } )
            for line in io.lines("crosswords.txt") do
                for w in (line .. "|"):gmatch("([^|]*)|") do 
                    -- print (w)
                    if w == ' ' then
                        context.bTR()
                    elseif w == '.' then
                        context.eTR()
                    else
                        if w == '* ' then 
                            context.bTD( { frame = "off" } )
                            context.eTD()
                        else 
                            ww = string.match (w, "%d+")
                            print (ww)
                            if ww then
                                context.bTD( { foregroundstyle = "\\bfxx" } )
                                context("%s",ww)
                                context.eTD()
                            else
                                context.bTD()
                             -- context("%s",w)
                                context.eTD()
                            end
                        end
                    end
                end
            end
        context.eTABLE()
    context.stopmidaligned()
\stopluacode


Files: 

crossword.txt file:

 |* |* |[2]T|* |* |* |* |* |* |* |* |* |* |* |* |* |.
 |[1]A|D|R|I|A|N|O|* |* |* |* |* |* |* |* |* |.
 |* |* |A|* |* |* |* |* |* |* |* |* |* |* |* |* |.
 |[6]H|* |J|* |* |* |[4]T|* |* |* |* |* |* |* |* |* |.
 |[3]I|T|A|L|I|C|A|* |* |* |* |* |* |* |* |* |.
 |S|* |N|* |* |* |R|* |* |* |* |* |* |* |* |* |.
 |P|* |O|* |* |* |G|* |[10]S|* |* |[7]P|* |* |* |* |.
 |A|* |* |* |[5]G|U|A|D|A|L|Q|U|I|[9]V|I|[8]R|.
 |L|* |* |* |* |* |R|* |N|* |* |B|* |E|* |O|.
 |I|* |* |* |* |* |Y|* |T|* |* |L|* |N|* |M|.
 |S|* |* |* |* |* |E|* |I|* |* |I|* |U|* |A|.
 |* |* |* |* |* |* |N|* |P|* |* |O|* |S|* |N|.
 |* |* |* |* |* |* |* |* |O|* |* |* |* |* |* |O|.
 |* |* |* |* |* |* |* |* |N|* |* |* |* |* |* |S|.
 |* |* |* |* |* |* |* |* |C|* |* |* |* |* |* |* |.
 |* |* |* |[11]A|N|F|I|T|E|A|T|R|O|* |* |* |.

Output