Hi Renee, being a veteran of bone marrow biopsies with more than 13 ‘under my belt’ so far. 3 were without anesthesia, the other 10 were in la la land of a mild sedative, which I highly recommend!
It’s the same sedative given for a colonoscopy. You’re under 10 minutes tops and then wake up oblivious to the procedure. At Mayo, I wake up to Lorna Doone’s and Juice. ☺️

If the procedure will be done in a facility where sedation isn’t offered have your NP get you a prescription for lorazapam. A small dose of 1mg or 1.5 mg a half hour before the procedure will help relax you.
You’ll have a local anesthetic injected in the area which will help numb the site of the aspiration.

If I’m having it without anesthesia, I ask one of the nurses to keep engaged in conversation for distraction. That helps quite a bit. The procedure doesn’t take long and usually the sample area feels just a little bruised for the next day or so.

Is this your first biopsy?