X2 on lashing an unlocked steering wheel while using a dolly. Works fine. Your only challenge will be leaving the wheel unlocked in your specific vehicle while not having the key in accessory mode which can kill a battery. But aside from potentially needing to add a battery disconnect, mechanically lashing the steering wheel is a very common practice.
2015 Thor Outlaw 37 LS
2013 Ford C-Max w/Invis-a-Brake
2016 HD Freewheeler