No not all,
this is not possible , people don't sneezing while sleeping.
they wake up .
We are actually more prone to sneezing while asleep, since the mucous membrane swell down , but there is usually not much air flow or movement while we lie down. So the membrane don't come into contact with as many stimulator as they do when are awake .
In normal state of awakens this instantly inhale something but while yoa are asleep this may take sometime to activated depends on how deep you sleep but if you increase simulation eventually you will