i've sh'd with many things in the past, including many types of blades. sometimes not even blades.
i've tried box cutters, #10 scalpels, pencil sharpeners, shaving blades, etc.
the sharpest thing i found was the shaving blade, that cut through skin like paper.
i think my favorite was the #10 scalpel though. it created good lines, especially on my thigh, and i could vary the pressure. i could make them light, or i could make them really deep. any surgical blade is good though from my experience.
honestly all i recommend is trying to vary lengths. it can also vary on the speed you use to cut, as well as the location.
if you go really slow, it can be harder to go deep. but going quickly can allow you to get deeper cuts without it being unbearably painful.
good luck, stay safe <3