If he tends to sneeze most in the bedroom, then I would try eliminating one thing at a time. See what happens now the pillows have been removed. If that doesn't help, have a good hoover and dust all over the room (if you feel there is dust lurking!). After that it might be worth eliminating aerosols, perfume, air fresheners.
I guess otherwise he seems well, but if the sneezing gets worse, his eyes run or he's off his food in the meantime, get the vet to check him.