Have looked into this multiple times over the yrs as DW has Raynauds Disease which is an over active reaction to heat or cold (mainly cold for her) that instantly shuts off blood flow to hands, feet and other extremities.. Very painful.
There are aftermarket covers that have a 12V coiled cord which might be helpful if you can figure out exactly how to wind it around so it doesn't interfere with steering function. But I suspect the idea is to plug them in to warm the wheel and then unplug before driving.
Found
HEREAt one time I did run into a rechargeable battery powered cover, not sure where I seen that.
One concern we have had with adding these covers is they make a steering wheel that is already over large even larger which for my DW would make gripping the wheel with a cover harder. Most likely not a issue for one with big hands.
Something we have found helpful has been battery powered heated glove liners that can be worn inside of your gloves. Very lightweight and can be worn with or without a glove covering them. Expensive but they do work a treat!
You can find the glove liners
HEREThey do also sell heated gloves if you prefer..
Note, be very aware with heated gloves or glove liners, there are cheap ones for $70, they are cheap for a reason. We struggled to get them last more than one or two winters and then they would randomly quit or partially heat a couple of fingers.
The ones in the link so far have had much better life.