Two things.
1: In the inspector CameraRig should be your [CameraRig] and not your CameraVR.

2: Vector2Action in the inspector should be
TouchpadAxis.
And then in Unity got to window / SteamVR Input.
Add a Vector2 action to the list, name it
TouchpadAxis and press save and generate.

Open BindingUI > Current Binding > Edit.
On Thumbstick press the + symbol > Use as Joystick.
Set the position on this new Joystick to
TouchpadAxis.

Profit.
