First of all, I'm not a doctor nor an expert on health in general. Don't take my advise too seriously. Because what I'm about to tell you is a technique that I discover to be more effective and safe to stop a sneeze before it can happen. But not a technique to stop continuous sneezing, for example sneezing during a fever.
When you about to sneeze, you will feel this tingle in your nose. This tingling will build up until the climax which is the sneeze. Before that sneeze can happen, you want to cover your nose holes with your hand. It doesn't matter if you cover them by pinching, covering them with your finger, or by putting fingers in those nose holes, all will work just fine. When you do that, I find it to not hurt and the tingling will slowly disappear and your desire to sneeze will also disappear.
I find it much safer and healthier than trying to hold the sneeze itself when it happen. As it can hurt you by damaging your eardrums and ruptured your blood vessels. However in the end, when you are about to sneeze, the best thing to do is to just let yourself sneeze. It is a natural way for your body to do its function, similar to burping, farting, yawning, etc. After all in my opinion, letting myself sneeze feel so much better than trying to hold it.
