John, I would do like a previous poster suggested - turn off ignition, remove key, see if you can turn the wheel a full turn or so without it locking. Yes, wheel will be hard to turn without power steering, but you can do it.
If it does not lock up, I would definitely just leave it in park, steering column unlocked, key out of ignition when towing. That way you avoid pulling fuses, which is one PITA I would prefer to avoid if possible. Especially since your Cruze's manual says you can dolly tow it in park, so you don't have to worry about damaging the parking mechanism in your Cruze's tranny like I had to with the Kia.
Your owner's manual instructions saying to secure the steering wheel is not really applicable with a dolly like the Acme, which does not have a swivel platform. In that case (no swivel platform), you need the steering to remain unlocked, as you know.
..And I disagree completely with a previous post, suggesting the ACME dolly is cheap or bad because it doesn't have a swivel platform. In reality, its the exact opposite - The way Acme has designed this dolly, it works great without having all the extra weight, moving parts, etc. of a swivel platform. Don't have to worry about dolly fenders hitting fenders of the towed vehicle like can happen with swivel platform dollies. Nor do you have to deal with securing the steering wheel on older vehicles that don't have a steering lock.
Has to do with the way Acme designed the dolly with smaller wheels, fenders, but reality is that you can turn this dolly in really, really sharp turns, and it will NOT make contact with the towed vehicle. I know, 'cause I tried it - got in a parking lot, turned it all the way to the point front of towed vehicle was about to touch back of the MH, and no contact between dolly and the towed vehicle. Right at 90 deg. angle, and it worked fine. Try doing that with a swivel-platform dolly, and in many cases you'll come away with some dents in your towed vehicle's front fenders.
Anyway, good luck with it, John, and feel free to ask away any other questions you have. :)