Burning a sulfur stick in a freshly emptied whiskey barrel is very dangerous. The danger is that the alcohol remaining in the barrel can and probably will explode. This happened to someone I know. He got a fairly severe burn as a result. Don't do it.
There's no need to sanitize a fresh whiskey barrel IMO. That barrel contained some very high proof whiskey. The alcohol content of the whiskey should be more than enough to take care of any potential contamination issues. I've been involved in a number of bourbon barrel beer projects and we have never sanitized the barrels prior to filling with beer.