Not that it may help but I pulled the wiring schematic off my shopkey system. If I were to wager a guess I would suggest you are missing the steering wheel heating control module. The "steering wheel switch center" you are using could also be a problem. Computer data lines are streaming information between the switch center, control module, heating element and temp sensor, and to the electronic junction block.

Fuse F12 10A right side of dash and fuse F134 5A rear panel are the fused circuits. The electronic junction block is providing B+ to the switch center.

As with most all things BMW they do tend to over engineer. There is even communications to the HVAC system.

If you do not have the heating control module and install one I do think you will at least require dealer assistance to make this work. Hope I am wrong because I do like my heated steering wheel, will not buy a vehicle without it now.

PM me if you would like the schematic, I wont post here because of licensed software. I could email it to you sometime tomorrow if you like.