Even with the warmest gloves, my hands still get cold from the steering wheel. I decided to fashion my own cover. Maybe this would help you as well. This is what I used.
I took 3 pieces of very heavy felt and cut then to fit the 3 sections of my steering wheel. I cut them big enough to accommodate an extra layer of felt and two strips of velcro along the other edges of the felt. I wrapped each piece around the wheel and secured it with the velcro strips. I can't begin to tell you what a big difference it's made especially on my fingertips. Hope it helps,