Letting it all out just feels soooo good. Whenever I can, I do. Like if I'm out in the garden by myself: no holding back. Lean into it. So good!

The "holding your nose closed" some people do is actively bad. You can blow up blood vessels that way. Not good if its the wrong one.

Rubbing the nostrils if you are in a situation where you don't want to sneeze works wonders in just: not sneezing at all. It just goes away in 99% of the cases in my experience. And if you're too late you can still sneeze into your elbow.

Which still let's a lot of droplets fly everywhere. Gotta find that super slow motion camera video showing all the droplets. When you sneeze, even into an elbow, do it such that whatever inevitably makes it past the elbow goes down towards the floor instead of up and into the room at least.