Yes, it appears GM used a dual stage airbag system on the Denali with the heated steering wheel option. Single stage on truck without the heated steering wheel option. My guess is they used the exact same setup on the Yukon Denali. When you buy a heated steering wheel (20779500) all the switches and sliver trim pieces come with it.
Ok, update on the progress...this can be done with some effort. Here's what you have to do to make this work... purchase a SIR coil from a Yukon Denali (25966964). This is a dual stage air bag coil with heat option. Unfortunately, the ends that go to the airbag are different than the single stage bag so you can't just hook it up. You'll have to swap the airbag connector off the old coil (25966966) on the first set of wire on the new coil. The airbag connector comes apart really easy so no real effort need to swap connectors. The second set of wires will not be used anymore. They are not active and you could cut them off if you want but I just tucked them into the empty space in the wheel. Now you have to take the truck apart in put the new coil in. I swapped mine out tonight and it took alittle over a hour to do it. Some bad news...I didn't find anyplace to plug the heater harness in post SIR coil so it looks like i'm going to have to splice into accessory power. I also found out the actual truck harness that connects to the airbag does not support dual stage airbags. So, there is no way to convert a single stage airbag system to a dual stage system without replacing a major wiring harness etc. if someone was thinking about doing that.