They do crop up every now and again. You're looking at around £750-850 for a full leather interior inc door cards.
I too was looking for a leather interior and a couple have come up over the last year to give you an idea. I've decided against leather though as I don't have air-conditioning and used to own a car with leather without air-con and it was a sticky sweat fest in summer!
Instead, and sharing for options yourself, I thought I'd get my cloth recovered with some plaid/tartan trim or something period correct in the centres and go leather on the side bolsters.
Other alternatives can be to fit Audi TT fron seats (c £150) but some fabrication is needed. Or source some recaro's from another car (c £200-300) and trim and fabricate a base. Or source some real Corrado recaro's but they are £1500-2000 which is just plain redicilous given the value of the Corrado compared to other modern classics these other recoro's come out of.