Sleep training a baby with a toddler

Okay, so I have a 2 year old daughter who is wonderful at bedtime. If she doesn't fall asleep right away, she quietly sits and looks at books or plays independantly with toys until she does. My just about 5 month old son is the exact opposite. He's clingy, whiny, doesn't take a soother and usually needs to nurse to sleep. Right now I'm transitioning from cosleeping to crib in our bedroom. Our daughter's room is right next door and the walls are kinda thin. How do I sleep train my son without waking up my daughter when he inevitably starts screaming?

Also is anyone else's baby driving them nuts with grouchiness and wasting a bunch of formula when you know they're hungry and poor sleeping? Or is it just me?