I've done a turbo compressor before but it was cosmetic so I used a sweep (rectangle profile) along a helix to create the blades. Then I trimmed using a revolve cut. I suspect that won't work for u (differing blade thickness along the helix).
Using the xyz coords u should be able to create one blade of the wheel (using fit-spline appropriately) and circular pattern it. I wouldn't attempt to do it all using one feature.
Personally, I'd approach it this way:
1) Profile the side view (where the axis of rotation is along a SldWx axis).
2) Revolve that profile.
3) Obtain xyz cordinates for the space between the blades (relative to the axis of rotation)
4) Use the resulting surfaces (or body) to cut from the previously created revolve.
5) Circular pattern
6) Verify, verify, verify.
7) 3d print (rapid prototype)
8) Check the printed model
(I'm assuming this is for production)
In 7/10 of my applications I've found it simpler to cut away complex surfaces rather than to "extrude" them. Of course somebody with a better command of extruding features (lofts/ sweeps/ drafts) could argue the opposite. I'll let the experts speak.
Regards,
H. Kurt Betton