Use Nomex driving gloves on cold days in the Cobra, hard wooden wheel, also AutoX & Trackdays.
Anything else like the Z4 is only AutoX & Trackdays, not used in a daily driver situation. The BMW steering wheels provide a good grip & the heat is nice when its cold.
Addressing the OP's issue, would not get gloves for preserving the alcantara. Would be a PITB putting them on & taking them off in a Daily Driver.