Today I finally got around to installing my new steering wheel that I had made from GuardianDesigns. They made a custom wheel for my 30AE Miata and I loved it so I asked them if they could build one for the CX-30. They have many options to choose from but I decided to go with their Corsa-D wheel with perforated leather sides and ghost gray stitching to match the factory stitching. One of the things that bothered me with both the Miata and the CX-30 is how thin and cheap the standard wheel feels, this has a much beefer grip and good ergonomics, the bulges at 10 and 2 have a nice feel. GuardianDesigns isn't the cheapest wheel you will find but I doubt you will find better quality, they get rave reviews on the Miata forum.
If anyone is interested here is a link to their website. Mazda 3 BP / CX-30 Steering Wheels | 2019 -
Here is a picture of my 30AE wheel: