I wrote this up at work about a week before Tony Curtis died. Only just getting around to posting it.....
On 'Running Wilde', it was mentioned during the pilot episode that Steven Wilde's father was alive and still in charge of the Wilde Oil Company. Since it's highly likely that Wilde Senior may show up in some future episode, I can't risk claiming that Danny Wilde (played by Tony Curtis in 'The Persuaders') is Steven's father. But as long as Grandpa Wilde doesn't make an appearance on the show, Danny Wilde could be Steve's grandfather.
Even failing that, this theory of relateeveety can still be saved. Danny Wilde started Wilde Oil, but if he didn't have any children of his own (not legitimately, at least), he may have put a cousin or a nephew in charge of the company when he decided to step down. (That relative may have been in charge since 1970 - it certainly seemed as though Danny wasn't that involved with the company while cavorting across Europe with Lord Brett Sinclair......)