yes its normal for them to sneeze as long as there is no redness swelling or discharge they sneeze for the same reasons we do to clear our nasal passages of dust and foreign material, if he is sneezing alot like all day long then that can signal a respiratory infection.
Even if a little bit of birdy snot comes out there's not really much to worry about. I have been sprayed in birdy snot a few times - so lovely. Just watch for a runny "nose", lol, or lots of sneezing with no reason (e.g. if they've just preened they might have got dust in their nostrils and sneeze several times to clear them).