Roach clip. Putting it on the CP will cause a burn on the art.
Not so good, you'd have to hold it while steering/shifting.
I prefer one of them ciggerette holders like Hunter S Thompson used to use.
Then I can just keep it in place puffing away with no interruptions.
As for the slop in the steering wheel, why not try the washers?
If they don't work out remove them.
A picture would help, I don't see the kit at the link you provided.