Monster,
You can wrap the leather firmly around a piece of straight wood, then use the block to sharpen at the same angle that you would to get a flat grind on it. Since the leather "gives" a little as the blade contacts it, it will follow the convex grind rather than flatten it (as with a flat diamond or ceramic hone).
I have a piece of leather firmly wrapped around and stapled to a straight, round piece of soft wood, 7/8" dia x 8" long. I prefer round rather than square, as it allows for sharpening recurves or angled blades (in my case, a khukuri), as well as more conventional edges. Rather than use jeweler's rouge, I tightly wrap a piece of SiC cloth-backed sandpaper and use that instead. (Not my ingenuity -- Cliff Stamp's, of course.)
I've also been sold on the idea of steeling to re-align the blade, convex or otherwise; that really goes a long way toward restoring an edge without removing metal, esp. on non/low-alloy carbon blades ("non-stainless"). Khukuries come with their own burnishing steels. But any hard, straight metal rod might do; I've use the spine of the file on my Leatherman Wave, for example, with good results. Some have praised the folding Raz-R-Steel as an easy-carry steel with angle guides; been meaning to buy one but haven't done so yet.
My .02 --
Glen