I like sedation. My haematologist used to joke about how much I liked it. They used to give 5mgs Midazolam IV and I used to tell them I would like more
My haematologist refused to do BMBs without sedation. I had it done without sedation when a pathology company sent a doctor to do it.....it was okay, only really hurt a bit near the end.
I've never had the drill so can't compare. I've had at least 12 biopsies probably more.