There is a drill which was introduced a few years back but I don't know how wide-spread its use is. You can ask your hematologist if they use one. Also, if you want sedation, you will have to have someone with you to drive you home. Some get knocked out all the way while other opt for conscious sedation. I think that depends on the facility.

I wouldn't worry about having to provide guidance during the procedure.

A powered bone marrow biopsy system versus manual methods: a systematic review and meta-analysis of randomised trials

Good luck with the appointment.