I have a leather cover from "Boat Leather" in Washington State. boatleather.com
They are a great company to do business with and very accommodating. Check their web site for grades and styles of leather.
I met them years ago at the Newport International Boat Show here in Rhode Island, back then (maybe 7 years ago) , $120 or so (probably more now), they offered cushioned covers or just a leather wrap.
I did what your planning to do also, it was a nice winter project. I even made a stand so I could hold the wheel in front of me while I stitched it together.
Take your sail gloves off the boat for this project, you'll need them. It's a very tight stitch.