Did you have a health certificate with your CAG, How old is S/He Does s/he have a discharge from his nostrils, Does anyone in your household have a cold or hayfever where they are sneezing.
Sorry for all the questions
Personally I would get him to the avian vet for a check over, Its always better to be safe rather than sorry.
The only time my CAG will sneeze is when I have a cold and start sneezing then he will copy,
Let us know how you get on. And maybe some more info would be good. Thanks.