Okay so are u suffering from the too much teeth sensitivity , the mainly reason behind the Tooth Sensitivity is due to your protective layer of tooth enamel is wear down , inner part of your tooth where the nerves was live. So as you mentioned your problems maybe this is occur due to a burst of air that aggravate the nerves cause a sharp pain.
So here some tips you can try that to avoid your Teeth Sensitivity :
1.Try to drink with a straw
2.Breathe through nose when it too cold weather
3. Take the other Dentist Advice
4. Brush your Teeth which sensitivity control that helps to relieve Sensitivity and do it twice a Day