I turn the wheel so one of the spokes is pointing down where I can get my knee under it. With the nut backed off but still screwed to the shaft, pull up with your knee on the wheel, use your good hand to hit the shaft with a hammer, and your other hand pulling on the top of the steering wheel. Most of the time they come right off. If you have a helper all the better to pull while you hit. A heavy brass hammer or one solid one the shaft and a second to hit with works good. My '37 wheel uses 10-32 screws pretty close to the shaft, so a home made puller was built out of 1/4" steel and a couple of holes drilled. It takes very little effort to bend the 10-32 screws so I got used to just pulling on the wheel and hitting the shaft. Even at work, I haven't used a puller for years, 99% of the time they come right off with a tap to the shaft while pulling.
We used to have some stud installers at work for screw in wheel studs on trucks, they were a long hex nut threaded for the studs but not clear through, one end was solid. At the bottom of the hole was a steel ball bearing. The ball bearing bottom out on the stud with a minimal contact point so it would back right off once the stud was screwed in. If you could make such a tool for the steering shaft where it would bottom out on the shaft but not make contact with the wheel, you could hit on it and not damage the shaft end. I've only damaged one in all the ones I have pulled, and that was my fault for hitting it off to the side.