A skin biopsy is not risky. Your doctors might not be equipped to do the procedure you need. Maybe you can go to an academic medical center?
Your doctor must be talking about a "nerve" biopsy. That is risky and not done much anymore now that we have a newer method. I had the skin biopsy and it was positive. I also have the feeling my parts of me feeling like a bruise. It does sound like you might have small fiber neuropathy. Have you had a full work up for autoimmune diseases?