Cross-talk effects in high-density volume holographic interconnections are investigated using perturbative iteration method of the integral form of Maxwell's wave equation. In this method, the paraxial approximation and negligence of backward scattering introduced in conventional coupled mode theory is not assumed. Interaction geometries consisting of non-coplanar light waves and multiple index gratings are studied. Arbitrary light polarization is considered. Systematic analysis of cross-talk effects due to multiple index gratings is performed in increasing level of diffraction orders corresponding to successive iterations. Some numerical examples are given for first and third order diffraction.