Had a kidney biopsy over 2 years ago and it was no big deal. They put me out with some kind of a twilight anesthetic....no pain and I woke up a while later.
All invasive procedures have an element of risk but it was necessary in my case to determine if I had permanent kidney damage and how much. I was in a life threatening situation for a variety of reasons and they wanted to determine how bad my kidneys were. Fortunately, they were not that bad and have been controlled by meds ever since.
If your nephrologist and rheumy both want you to get it then do it. Permanent kidney damage or the loss of one of both is life threatening. The biopsy procedure is normally painless and without complication.
Bill