Totally legal, though may cause issues if the car is on finance still..... as well as problems with the insurance company if you don't declare it + also if you make such a hash of it that it causes you to have issues gripping the controls properly.
Dash paint... I remember seeing products by Eastwood co. years ago for changing the dash color, as well as one for changing/restoring the color of vinyl seats.
https://www.eastwood.com/paints/interior-dyes.html
Tuning / Styling companies also do a selection of film products for improving the interior, just like doing a vinyl wrap on the exterior.... "Folia-Tec" is the one I've seen offered through UK Tuning / Race Parts shop "Demon Tweeks" since way back in the mid/late 1990's.
You can also buy covers for the seats of course (make sure it's airbag compatible for the side-airbags).
I remember seeing a couple of videos on the ChrisFix channel on YouTube, with one showing how to retrim a steering wheel with leather once the old stuff is worn out. I think there was also one on choosing race seats, and how to re-cover a seat.
https://www.youtube.com/watch?v=sStxk4mv_DY
https://www.youtube.com/watch?v=sfr51IPk3X4
You can find kits on Ebay for re-covering your steering wheel + also replacement door trim panels.