That does suck. I heard many reports they will send replacements, but didn't hear only like-for-like. I would prefer leather as well.
I understand the procedure to completely remove the grips is quite in-depth. I think the front half comes off fairly simply, but the back half needs quite a bit of disassembly to get it off.
I have been considering to just get some leather myself and give a go at applying it directly over the alcantara. But I think it would need glue or something that could damage the alcantara. Mine are still in good condition, so I don't want to damage the alcantara. Just leather on top instead.
What I did do (still an experiment) was use vinyl wrap (picture here again, I think I posted it quite some time ago already). Each grip was one piece and with a bit of heat and stretching it went on quite well. I put extra thin strips around the edges just to give some extra strength and limit the possibility of any curling or peeling. So far they've held up quite well without any sign of wear. The grips are quite nice because the alcantara is still underneath, so even though it's not leather, they still have a bit of flex to them. So far, they've worked well and have a decent amount of grip. No slipperiness from sweat or anything so far. However, longest time in use has been about 30 minutes, so I just can't say if it's a good solution for longer/endurance use.
In case you're annoyed with the thumb wheels 'looseness', try to put a rubber o-ring between the knob and the body. It's not perfect, but it does add some friction to the thumb wheels turning and less chance of bumping them.
