This is usually used to diagnose conditions which are affecting large areas of lung. The bronchoscopist can not directly see the area being biopsied which is beyond the range of the bronchoscope itself. You will not feel anything while the x-rays are being used. Many doctors do the test without X-rays. The test is equally safe with either method.
Transbronchial biopsy is a very safe procedure.
Even if a leak does occur, these are often minor and will absorb on their own without any treatment. If there is a large leak, it may be necessary to remove the air from the chest either through a needle or sometimes through a tube which may mean staying in hospital until this has been done.