You might try wrapping a sketch around an elliptical surface.
Otherwise, not perfectly helical is a method by which you intersect a helical surface with the elliptical surface and use the intersection as an origin guide.
And there was a sheetmetal solution posted by PTC at one time to map a curve onto a flattened sheetmetal part and bending it back. However, that might not be easy with a elliptical shaped sheetmetal part.