I'm not sure if Mk2 RS seats will fit but I know on another forum someone has fitted MK2 red and grey ST seats into a three door red Mk1.5 TDCI Sport. I know they can take a bit of fettling but they look really nice.

As for the change of steering wheel to one without an airbag I think you'll have it plugged into to a diagnostic to deactivate the air bag light.