Ok by backing out the grub screw you have successfully de-activated the mechanical trigger for air bag. I appreciate further illustrated instructions show the wheel removed but can you not see under flap a slide covering a bolt head which also needs to be backed out by following these copied instructions:
4. Slide back the protector that covers one of the bolts that holds the bag in place. Loosen the bolt. Note that the bolt cannot be fully removed. Remove the other two nuts. Do not let the bag fall. Carefully remove the bag assembly and put it in a safe place.