These are all fine. Each set does the same thing, separates them from others in the room, and point your attention to the desk. "....sharper than the pencil on the desk." does the same thing. The pronoun only takes the place of the noun without changing the meaning in this case.

The first sentence below is correct. If you add "one" to the second, it would be correct as "My pencil is sharper than that ONE on the desk." Even without changing it, it might be considered correct. "My pencil is sharper than the one on the desk." "My pencil is sharper than that on the desk." These two sentences are both correct and are interchangeable. "My pencils are sharper than the ones on the desk." "My pencils are sharper than those on the desk."