I had the same issue. I'm not sure if this "fixed" it but, on the Mustang horn piece I bought, the instruction said some metal ring on the back of it had to be clipped off. I clipped it off and I haven't seen a single spark yet.

 

Well I know the horn on my mustang doesn't work (has a Grant Steering Wheel) are there wheels out there that are better for an aftermarket one?

Or I guess I need to see if there's a kit to fix what I have from Grant.

 

Grants are a PITA and not worth the money. I found that out the hard way.

 

Look at Lecarra and Moto-Lita. Both are OE manufacturers for 60's Ford/Shelby, iirc.