Sparsifying deep neural networks to reduce their inference cost is an NP-hard problem and difficult to optimize due to its mixed discrete and continuous nature. Yet, as we prove, continuous sparsification has already an implicit bias towards sparsity that would not require common projections of relaxed mask variables. While implicit rather than explicit regularization induces benefits, it usually does not provide enough flexibility in practice, as only a specific target sparsity is obtainable. To exploit its potential for continuous sparsification, we propose a way to control the strength of the implicit bias. Based on the mirror flow framework, we derive resulting convergence and optimality guarantees in the context of underdetermined linear regression and demonstrate the utility of our insights in more general neural network sparsification experiments, achieving significant performance gains, particularly in the high-sparsity regime. Our theoretical contribution might be of independent interest, as we highlight a way to enter the rich regime and show that implicit bias is controllable by a time-dependent Bregman potential.