As @Mooseman said, pinching the nose can make the tickling go away. But you should not pinch it as if something smelledsmells bad (closing the nostrils), but instead only apply some pressure on both sides of the nose bridge with your fingers so that you still can (could, if you did not have a cold) breathe. You might try a bit to find the right spot, but you will definitely know it as soon as you did!
A trick to help sneezing is looking into bright light. Not too bright, of course because ofyou don't want to damage your eyes. This works , because the nerves responsible for the sneezing reflex and the ones for noticing brightness may lay close together in some people. Therefore the brightness signal might "jump over" and intensify the sneezing stimulus which would then finally lead to a relieving breezesneeze...