Put the original steering wheel back on.

Hmmm. My turn signal canceller always works fine.

Home-made adapter using a PVC pipe

Solder a Tee onto the bottom of the pin to replicate the size and shape of the factory peg.

If the problem is the pin not hitting the cancelling ring correctly you could just drill out the hole in the steering wheel boss larger and install a larger roll pin. To test if that is the problem just install a small piece of hose around the pin effectively making it larger to see if that cures the problem.

The bent pin doesn't work quite well as I had hoped.  Is there an adapter I need to make the steering wheel with the pin fit better into the original signal cancellation device?  I don't believe the column bushing is the problem in my case, as I did not remove it.  Has anyone else had this problem? 

Ok, I figure it out.  The original steering wheel (first pic) has the two tabs that fit nicely into the circular ring that turns and disengages the signal when it has been engaged.  The new steering wheel (2nd pic) uses the small pin and has a lot of room to turn before it hits the wall of the slot, so you have to turn the wheel quite a bit to disengage.  I ended up using a nail that I bent so it would hit both sides of the slot and now it's working fine.

I did that once, my guess is that once you had the steering wheel off the column, you also removed the white plastic (GSV1095/FAM2406) upper column bush to either wipe it with a cloth or perhaps give the column a little lubrication.  Am I right?

Try this - remove the steering wheel once again and flip the GSV1095/FAM2406 upper column bush over (upside down) and see if that doesn't solve the issue.  One side has deeper cut-outs for the steering wheel pins than the other. 

 FAM2406 : 

Or rotate it 180 degrees as Alex suggests - I honestly can't remember what I did to solve the issue, but do remember that it was all about correct orientation of the upper bush.  If you don't install the hub nut, it's easy enough to test.

The white plastic ring is "handed" for want of a better description, even though the slots are top & bottom instead of sideways.

One way up with cancel the indicators after around an eigth of a turn, the other way up will require over half a turn of lock to work. 

Do they cancel when you turn the wheels fully lock to lock ?

I installed a replacement steering wheel and now the turn signal cancellation doesn't work, meaning the signal is on after I straighten out from a turn.  The original steering wheel had a couple of tabs on the bottom which engaged into what I think is the cancellation device, which is a round ring with a couple of notches around the steering wheel shaft.  The new steering wheel came with a couple of pins which I believe are supposed to function like the tabs on the old one, but when I inserted one of those into the hole in the steering wheel, it seems to turn the round ring but the cancelation doesn't work?  Does the round ring need to be pressed down or something, in other words does the length of the pin matter?  I will try to take some pictures but for now hopefully someone knows what I'm talking about.