I think you're making a lot of work for yourself if you try constructing this any way other than a DA cycloaddition. You could use some kind of acrylate or acrylonitrile and then reduce to the aldehyde afterwards. These are still toxic reagents, but less volatile than acrolein, so maybe easier to handle, but probably not worth the extra step.
One option might be acrolein diethyl acetal, though it will probably be much less reactive than acrolein.
Another possibility might be a DA 3,4-dihydroxy-1-butene (which is commercially available and non-toxic) followed by periodate cleavage to the target aldehyde. This alkene will be much less reactive though, and will probably require a catalyst which in turn probably requires protection of the diol (Murphy's law). The periodate cleavage also generates formaldehyde (toxic and volatile) anyway.
I would bite the bullet and use acrolein - provided you take appropriate safety precautions, it isn't all that bad on small scale.