Guys, thank You and sorry for the late responding. The surfski season is over for me for over 2 months and I'm not dealing with the issue actively.
Fath2o said: "All the surf skis I have owned or currently own over the last 35 years have had self centering foot pedals. A simple bungi tied from the pedal to the forward bulkhead."
Wow, I'm really surprised to hear it. I've now used only 3 surfskis and none had any. Though it seems this must be a manageable fix, so I will try to design it myself.
Fath2o said: "I am looking at the picture you posted and wondering if your steering cables are set up and installed properly?"
This was a photo taken off some old Nelo website. I didn't have a good descriptive photo at hand and the season has ended for me in August.. But the steering lines on my boat are made of nylon, not metal. They start to stretch out after 2+ hour hard paddles. So for me this was another reason for not setting the pedals parallel with the footrest.
Fath2o said: "I believe if the pedals were secured to the cable that they would be self centering. Am I missing something here? I'm pretty sure that is what the bunji is for? Otherwise there doesn't appear to be any reason for the bungi."
I think You may be right

They do look like some self-centering coils or smth. It could be that I just never got them and never knew to search:D I know a couple of people who own or have owned this boat model. I will ask them if they had those bits.
Zachhandler said: "He made me practice going downwind without pushing the pedals at all. Doing so forced me to brace with purpose and to keep the boat properly positioned on the wave. This helped my paddling quite a bit. That is why I put my pedals tipped away just slightly away."
Waverider said: "I agree angle of the pedals should be so you only press the pedal when you actually want to turn them rather than a jiggling byproduct of the leg drive. Obviously any unnecessary movement of the rudder is effectively inducing a braking resistance effect."
I have tried to flirt with this approach, but never with success. My understanding of steering is kinda like steering a yacht. If I understood it right (only tried it once for an hour or so), the principle was to always feel resistance and push against that water. I have done the same in my ski, always searching for an edge to push against while on the wave. So my connection with the pedal is very important. I'd have to completely rethink my technique if I had to leave the pedals alone:D (not saying that's not the right solution, but I'd prefer something else first).
Thank You very much for the input! My plan is now this: 1) learn if there was a self-centering solution installed on other Ocean skis; 2) if there were, purchase them and install, or if not, I'll try to make some of my own; 3) try to focus on the hardness of the pedals, so the question is if it's safe to tension them very hard, as it may put too much strain on the carbon/kevlar wall of the ski.