Definitely possible I've seen it with my own two eyes. In the process of teaching my dogs
That is strange and weird. I do not think that the dogs can be trained to sneeze on command.
You can teach this but it will take patience. Watch your dog, and when it is about to sneeze anyway , say Sneeze! And praise it when it has. Over time it will do this on command.
It takes a while and a lot of patience, but over time, just as Harka has stated, it will soon become second nature to your dog