This does not include cross validation but I think shows the basics of making such a plot. The key is to have a column that identifies each point so the lines can connect the points between model types.
library(ggplot2)
set.seed(123)
Orig <- rnorm(100,mean = 8000,sd = 100)
DF <- data.frame(ID = rep(1:100,4),
Model = rep(c("A","B","C","D"), each = 100),
Value = c(Orig, Orig-500, Orig-700, Orig-600))
ggplot(DF,aes(x = Model, y = Value)) +
geom_line(aes(group = ID),color="grey80",alpha=0.3) +
geom_boxplot() + theme_classic()

Created on 2022-02-13 by the reprex package (v2.0.1)