Bernie Sanders probably won't be much of a headache for Bloomberg (if he runs) nor is Bloomberg likely to be a headache for Bernie Sanders.

Yes, Bloomberg might have some sway over some of progressive Democrats who deeply care about gun control, abortion rights and so forth but Sanders will most likely keep almost all of progressive votes on his side. This means Bloomberg and Clinton will be fighting over same (middle-of-the-road/moderate) group of voters.

Many of progressive Democrats think it is plausible that Clinton might win the primary and they might have to grudgingly (with their nose shut) vote for Clinton in November. Instead of voting for Clinton they might just go for Bloomberg, after all Bloomberg is not crazy like Trump or Cruz, nor is he scandal-ridden like Clinton.