Today, I found a rather nice piece of foam - it comes from a bit of packing material I'd kept a few years ago. It's softer than expanded polystrene, and harder than foam. It'll make an ideal inside for the steering wheel padded centre.
I'll have a bit left over!
I drew around the area I needed.
And then cut it out with a pair of scissors, and bevelled the edges.
I then covered it with Alacantra.
Although it's a different colour to the wheel, it's the same colour as the dashboard.
I'll stick it down with Velcro so I can remove it if I need access to the bolts under it.