Sharp gave the home side the lead on 15 minutes when he converted a penalty and then added a second on 36 minutes after a good three man move from James Ashmore, Jonathan Forte and Ian Ross.
The winner came 11 minutes from time when substitute Jake Speight followed home the rebound after Forte's free kick was parried by Sam Ashton in the Bolton goal.
This was Wanderers first defeat of the season in which Ron Reid's Blades took the points.