Yes , but they don't make achis! Some compare its sound, in an exercise in exaggeration, to that of a hurricane passing through a hose. Sneezing is the response to the presence of foreign substances or excess mucus in the animal's tube , which has a coating against irritants. Although, as demonstrated by some boys with a thug-scientist spirit in a zoo, pepper also provokes it.
Likewise, chili is effective in this regard, which is why it is used to keep pachyderms away from crops.
