Should a praying person praise his Lord if he sneezes during an obligatory or supererogatory prayer?

Yes, it is permissible for a worshipper to praise Allah if he sneezes, because the Prophet, peace and blessings be upon him, heard someone praise Allah after sneezing during prayer and did not object to it. Rather, he said: "I saw so-and-so many angels, all of them vying to see which of them would record it." And also because praising Allah is of the same nature as the remembrance of prayer and does not contradict it.