check tandy leather or other sites for dye supplies, but honestly it wont come out as good as the real mccoy, for a workaround solution get a wheelskin and take it with you - costs about USD 40/- and comes with thread and needle too. It will be real leather.
For reskinning the wheel properly you have to first remove the airbag etc and acc buttons, then make a frame sample of the spokes with paper tape. after you copy that onto real paper. Then after measuring the circumferenece of the wheel grip (not the whole wheel) you make it a bit smaller so you can tighten it up. Use correct leather glue (shoe glue) to stick the leather.
you have the option to sew it with "gum silayi technique" ask any lady of the house or lookup baseball stitch - requires two needles to stitch. - The result is 100% brand new wheel.
I reskinned a few in Karachi back in the day, It was usually a birthday gift - a gift that no-one ever forgot.
p.s. - the current leather offering from MB is a POS and does not take wear nicely, at this point a coat of dye will hide some imperfection but not restore it. Use a lot of saddle soap to clean it up first - you will be amazed by the amount of dirt that comes off the steering leather.