Dying steering wheel leather?

I have dyed interior parts with spray on vynal dye with good results. However the steering wheel gets a lot more use, you might be better off buying a good used wheel.

I tend to keep my cars for a long time, so I put a "Wheelskin" cover on my steering wheels as a sacrificial cover (intending to replace it when it gets ratty). http://www.wheelskins.com/

But I have been touching them up with spray leather dye I goy from a leather shoe repair shop. More recently, I've used vinyl dye out of a rattle can from AutoZone/Advance Auto with excellent results!