As a caveat, as much as I would love to, I have not used Sharpy's. So I'm basing this on the manual and HogPC
For the Colour wheel... in your cue edit the Path from Default to Linear.
As for the Gobo wheel, from the DMX protocol I do not believe the fixture is capable of this. It will only slot to each gobo. That is why they specify a range of DMX for each Gobo slot.