The source of this story (as cited by Kruger and Dunning) is:
Fuoco, M. A. (1996, March 21). Trial and error: They had larceny in their hearts, but little in their heads. Pittsburgh Post-Gazette, p. D1. URL via Google News archive (free), URL via ProQuest (requires subscription).
(There is a minor citation error in Kruger and Dunning; they misspell the author's name as "Fuocco", but according to the linked article it is "Fuoco".)
As reported there, Wheeler told detectives that he believed wearing lemon juice on his face would make him invisible to the surveillance camera. (It does not say that he believed this "because lemon juice is usable as invisible ink".):
At 5 feet 6 inches and about 270 pounds, McArthur Wheeler is an easily recognizable man - even when wearing lemon juice on his face.
That certainly came as a surprise to Wheeler, 45, of Versailles Street, McKeesport. He was incredulous in April when Pittsburgh robbery detectives told him that he had been identified in surveillance photographs as one of the two men who robbed two banks in Brighton Heights and Swissvale on Jan. 6.
"But I wore the lemon juice. I wore the lemon juice," a puzzled Wheeler told the even more puzzled detectives.
The detectives' confusion turned to incredulity as Wheeler explained about his would-be lemon aid.
"Someone told him that if you put lemon juice on your face it makes you invisible to the surveillance camera," recounted a still chuckling Cmdr. Ronald Freeman of the investigations branch. "He was skeptical at first but not so much as to not try it himself."
"He said the lemon juice was burning his face and his eyes, and he was having trouble [seeing] and had to squint," said Sgt. Wally Long of the robbery squad.
But the pain was worth the pleasure Wheeler felt when he snapped a Polaroid picture of himself and he wasn't anywhere to be seen.
"When the Polaroid didn't show him, he thought it worked," Long said.
All that detectives could figure was that either the film was bad, Wheeler hadn't adjusted the camera correctly or he had pointed the camera away from his face when he snapped the photo.
"In any event, he went off and robbed the banks with lemon juice on his face," Freeman said. "He was shocked when we showed him the surveillance pictures."
Two Pittsburgh detectives - Cmdr. Ronald Freeman and Sgt. Wally Long - are named as the source.
Kruger and Dunning have a small error in their recounting of the story (and this error has been repeated in many other sources, including the NY Post article mentioned in the question). They wrote:
In 1995, McArthur Wheeler walked into two Pittsburgh banks
and robbed them in broad daylight, with no visible attempt at
disguise. He was arrested later that night, less than an hour after
videotapes of him taken from surveillance cameras were broadcast
on the 11 o'clock news.
Wheeler was not arrested the same night as the robbery. Here is a brief January 1995 article about the bank robbery ("Swissvale bank robbed"), which took place on January 6, 1995; here is a brief article about the arrest in April 1995 ("Arrest in bank robbery"), months later. He was, according to the latter article, arrested less than an hour after the broadcast of his photograph, in April.