We report a 3-dimensional numerical study of the accretion of stellar winds onto Sgr A*, the super-massive black hole at the centre of our Galaxy. Compared with previous investigations, we allow the stars to be on realistic orbits, include the recently discovered slow wind sources, and allow for optically thin radiative cooling. We first show the strong influence of the stellar dynamics on the accretion onto the central black hole. We then present more realistic simulations of Sgr A* accretion and find that the slow winds shock and rapidly cool, forming cold gas clumps and filaments that coexist with the hot X-ray emitting gas. The accretion rate in this case is highly variable on time-scales of tens to hundreds of years. Such variability can in principle lead to a strongly non-linear response through accretion flow physics not resolved here, making Sgr A* an important energy source for the Galactic centre.