DIY master list:
http://www.2addicts.com/forums/showthread.php?t=975897
Here's a DIY for the steering wheel (I quickly glossed over the master list and didn't see a DIY for the wheel, but maybe I missed it):
http://www.2addicts.com/forums/showthread.php?t=973903
From your list, I've done the shift knob and e-brake this past Saturday, and those were among the easier installs that I did (also did M Perf pedals and kidney grilles, and a non-OEM rear diffuser, mirror caps, and rear spoiler over the weekend).
Just take your time releasing the clips on both items and be careful when yanking off the shift knob; it takes quite a bit of force to get it off, and I've heard that people have taken blows to the head when doing so. Getting the clips started on the e-brake was slightly harder than the shift knob; you may find it easier to use a plastic trim tool to get it started.
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2016 M235i | Estoril Blue | Coral Red | 6MT
Tech | Cold Weather | Driver Assistance | HK
M Perf. Gear Shift Knob, Parking Brake, Pedals, Carbon Interior
M Perf. Black Grilles | CF Mirror Caps, Rear Spoiler, Rear Diffuser | Lightweight Front Lip Spoiler | M Perf. Exhaust