Without the depth gauge you'll be at it a while. Relying on pattern alone won't give you best results and in most cases result in noise. Those gears are pre-lapped in at those measurements they give you that are scribed on the gears, so using the gauge at least guarantees that you have the gears set where they have been lapped in from the start and lessens the chance of having a rear that howls like a school bus. Deviate from that and there are no guarantees.
I don't know any good rear shop here (and there are 4 close by) that set these up without a pinion depth gauge. You can wing it, shove a .030" shim on the pinion, check your pattern and hope for the best, but I don't recommend it to anyone. The naked eye can't see a .005" or even a .020" change on a shim with gear marking compound, but I promise the gears will know it.
On the crush sleeve, there are pros and cons to both that would take a book to explain here. Use what you wish, but for a beginner that is asking the questions here, sticking to the crush sleeve that comes with a good setup kit is likely the best option.