Idk if part of the unpleasantness is due to waking suddenly, but if it is consider different alarms like maybe music, an alarm that gradually gets louder, a quiet alarm, or a vibrating alarm. Some have also mentioned alarms with lights that gradually get brighter.

I grew up with one of those cheap ass, plug in, buzzing alarms with the little peg you push in on the back and I still jump and freak out when I hear that sound.