Drag it, no heat required.
Try backing off the steering wheel hub securing nut to about 3mm clear of the hub face, sit in the drivers seat and pull back on alternate sides, say at 3 o'clock and 9 o'clock position on the steering wheel rim in a see-saw action. You may need to pull really hard but this should break the taper. When it's loose fully remove the nut and washer, (leaving the nut on whilst you are working the wheel stops you getting a face full of steering wheel when the taper lets go)
Don't forget to reference mark the steering wheel position in regard to the steering shaft spline so when you are re-fitting it you get it in the right position. Gaz:)