I have now successfully replaced my steering wheel, and thought i'd do a guide on how to do it as information regarding this task seems to be hard to come by. This is how i did it, but please follow safe working practices when attempting this as the airbag must be handled with care. Here goes...
1) Right, put the key in the ignition slot and ensure the steering lock is not active. Leave the key in.
It also helps to move the drivers seat all the way back at this point.
2) Remove the battery negative and leave for at least 15 minutes. After the 15 minutes, remove the battery positive. (not strictly required, but i'd rather there be no battery in place when disconnecting airbags) Place something non-conductive over the battery terminals to ensure there is no chance of power being re-instated accidentally, i used a thick dry towel.
3)Remove the steering column lower plastic surround, buy removing the 4 allen key bolts on its underside. Unclip it and remove, and move it to a place it wont get damaged.
4) Now you need to release the air bag module. The module is the center of the steering wheel that you press to use the horn. You will need a normal length, flat bladed screw driver for this. Get one with about a 6mm head, but no smaller than 5mm. Turn the steering wheel 45 degrees off center, and insert the screwdriver into the back of the steering wheel.
There is 1 hole on each side of the steering wheel, and you are working on the bottom one at the moment. The airbag module has clips that flare out, and by turning the flat blade 45 degrees, you push this clip off its seating and the airbag pops off that side (you may need to jiggle the module a little bit to get it to release).
Once that side is released, turn the steering wheel 180 degrees so you can access the other hole in the same way, and do the same this side. The whole module can now be withdrawn.
5) Now remove the 2 plugs on the airbag module, easiest using long nose pliers to squeeze the clips. Place the airbag somewhere safe & out of the way.
6)Now you can access the wheel securing nut under its plastic cap, which can be removed with a 24mm socket. Remove this, and then unclip the steering wheel electrical connector.
7) Make a note of the steering wheel orientation, to ensure you put it back on the same way. Best to take a photo of if possible, but there are markings on the wheel and spline to aid you already. Also, the spline has flats on it to further ensure it gets lined up right when fitting so easy really. Remove the wheel by gently pulling it off the spline, and guide the 2 cables through the hole in the steering wheel.
8) Fitting is needless to say the reverse of this, but when installing ensure the main nut is tight, the steering wheel control plugs are pushed all the way on (the left hand control white plug does not have a retaining lug so comes off when pulled), there is nothing going to cause annoying rattles etc. Then plug the airbag module in and push it back in until it clicks home. Clean up, re-instate the battery and your done.
This took me about 1.5 - 2 hours, but that included swapping over the wheel fascia's and not having a guide to show me how to release the air bag. A fairly easy job for any keen DIY'er
Hope this is useful to anyone looking to remove there wheel to replace it or change the fascia.