Must say, that the original thickness grip is quite small compared to current cars, I think my mk2 which got a trimmer to leather the RS wheel brought the diameter up to modern car thickness but the focus has gone a little bigger again and yes it's really tight on there. For $3 they supply the cover, 2x needles and a 100mtr of thread of what ever color you choose , I don't understand how they do it either !!
might go for a drive and see if any couches are on the sidewalk with black leather, a good source of material..
Then pattern a wheel and have a go as well, and check that vid on how to measure it all up

What type of filament is that? My stock ones ended up breaking where they slide over the metal post. 

it was just PLA, which was just to hand and  in the machine at the time.
If it looks like it works ok, I can change the drawing to beef it up, or get better quality.
 
Or print another.