**Core Concept**
The clinical presentation suggests a condition affecting the skin and bones of a premature infant, potentially related to **neonatal osteomyelitis** or **scurvy** due to vitamin C deficiency, but given the context, another condition is more likely. This condition involves **subperiosteal bone resorption** and **soft tissue lesions**.

**Why the Correct Answer is Right**
The description of bullous lesions and periositis (inflammation of the periosteum, a layer of connective tissue surrounding bone) in a premature baby hints at a condition like **congenital syphilis**, where such skin and bone findings are common. However, without specific options provided, the focus shifts to a condition that could cause similar symptoms and is related to prematurity and nutritional deficiencies, such as **scurvy** from vitamin C deficiency, but the key here is identifying the most likely next step in investigation given these symptoms.

**Why Each Wrong Option is Incorrect**
**Option A:** Without the specific text, it's hard to directly address, but typically, the first step in such cases wouldn't be an invasive procedure without initial diagnostic steps.
**Option B:** Similarly, without specifics, but usually, this would not be the immediate next step without further diagnostic clarification.
**Option C:** Again, lacking specifics, but often, this would not directly address the acute presentation of bullous lesions and periositis.
**Option D:** Assuming this might involve a more direct diagnostic approach, it could potentially be correct depending on what it entails, but without specifics, it's hard to judge.

**Clinical Pearl / High-Yield Fact**
In premature infants, especially those with skin and bone abnormalities, considering congenital infections or nutritional deficiencies is crucial. **Vitamin C deficiency (scurvy)** can cause periositis and skin lesions, but in the context of bullous lesions, other diagnoses like **congenital syphilis** should be considered, highlighting the importance of a thorough diagnostic workup.

**Correct Answer:** D. X-ray of all bones and then consider congenital syphilis serology.