We first show a dimensionless weighted $L^2$ estimate for the Bakry Riesz vector on Riemannian manifolds with bounded geometry by exhibiting a concrete Bellman function. Then, using a Gundy-Varopoulos type stochastic representation of the Bakry Riesz vector, we use a sparse domination with continuous parameter which offers a new dimensionless, sharp $L^p$ estimate in the weighted setting.