Jayne's mother taught him to knit. He hated it until he realized it kept his fingers nimble and didn't take up any brain space so he was free to think about things like women and shooting things and stealing things and maybe blowing things up.
He'd never told anyone else on board that he could knit. He knew they weren't going to make fun of him for it -- not unless they want to get up close and personal with Vera -- he just didn't want the hassle of them expecting anything.
Anyhow, there was never enough yarn around to make anything worthwhile. They couldn't really afford to buy it and somehow the idea of Mal putting together The Great Yarn Heist just never appealed to him. You couldn't eat yarn or pay for women with mittens, so knitting was really any use except as a diversion and gorram it, Jayne would rather be doing something instead of needing a diversion in the first place.
The yarn he used most was one of Kaylee's sweaters that got snagged and pulled apart. She'd tossed it in a pile of broken stuff even they couldn't scavenge anything useful from and he'd sneaked it back to his quarters.
Everyone would have recognized the bright pink and shocking purple colors of the former sweater, so he unraveled everything almost as soon as he'd finished. So far it'd been several hats, socks that were too thick to wear with his boots, gloves, a neck warmer, and a few different scarves (one in a really tricky cable pattern he'd been pleased with and almost regretted having to take apart).
Once in a while, in long, empty weeks between jobs, he would think about telling Kaylee and maybe offering to remake her sweater, but he didn't want anyone getting the idea that he actually liked them, so he kept his little hobby to himself.