DuBro and Klett both make small nylon brackets specifically to attach wire to things. You'll probably need the 5/32 size, two per gear leg.

Simply fabricate your tapered gear leg cover from lite ply or balsa appropriately stiffened.

You can use either 2/56 bolts and nuts to attach the cover to the wire, or use a flexible adhesive such as PFM or silicone caulk, etc.