I always thought feathers made you sneeze, because according to cartoons and here it does.
Turns out they don't. And I had two types I tried. A big fluffy soft one, and a more rigidy one. Not even when sick or with allergies did they get a sneeze out of me. Not even a tickle. I will saw though that hair brushing against your nose does create a sensation.
Also, you know what I've noticed? Of all the Pinkie Pie art, I don't think there's been art of her sneezing due to illness. Only random or allergies. Tis odd. It made me want to write something for her, but we all know how bad I am at actually writing something XD
It depends on the person's sensitivity I would assume. Feathers won't work on most people, but it probably does for some.
As for Pinkie Pie sick pic, I think ProPonyPal did one.

Sit was a single vector that she then made versions of all the Mane 6 being sick... if I remember right.