I kind of learned all of this myself after a little suggestion from my voice therapist.
Start with throat clearing, which has a definite pitch and sound to it. And it's not too difficult to learn. Between short conversations, keep your throat in the same position used when talking, and try clearing you throat ( you know, that closed-mouth-two-mini-cough kind of clear ). If your voice is in the right shape, it will immediately sound feminine. When that is mastered, coughing basically just needs the same throat position...
For sneezing and laughing, I found that further tightening of the bottom of my throat works best. While sneezing is pretty simple, I've still not mastered laughing, but it's fairly passable.
In fact, I found that doing that throat clearing was beneficial in a couple of ways. First, it got my throat in the right position faster than anything else, and second, it helps to talk with a clear throat. So now I tend to do somewhat regularly out of conversation now just to keep my throat in the right position even while not talking. It works well, and I can break out into conversation at a moments notice

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