Is there any other instrument a periodontist can use to probe the depth of the sulcus without using the usual very sharp needle pointed depth probe?

Probing. There are different styles of probes and some dentists are more gentle than others, but the main factor is the individual sensitivity of the patient. It might be somewhat uncomfortable but shouldn't really be an issue. No magic probing devices to my knowledge.
Florida Probe. The system acts as the computerized assistant for the periodontal exam. See a periodontist near you.
Periodontal probe. Not sharp at all, can be uncomfortable. Procedure is quick.