Are you sure he is not just having an "episode" of Pharyngeal reflex (the reverse sneeze). I know that whenever Dexter gets to excited he is more likely to have one. It is harmless & VERY common in the breed. Clyde and Dexter have them every so often, Dexter more often than Clyde. Kinda sounds like a pig or goose snorting.
This video has a good example of it:
Dog's 101: Yorkshire terrier (youtube)
OH WAIT!!! I'm sorry. I read your description wrong. I do not think that what you described is what I think that it was!!! I'm so sorry!!!!