I've never been on the offshore survival course where they teach you how to jump off an oil platform into the sea and survive, but allegedly they tell you to cover your mouth firmly with the palm of your hand and pinch your nostrils closed tight between your thumb and fingers. Apparently when you hit the cold water your natural reaction is to breath in. Also, you must prevent water being forced up your nostrils and damaging your brain etc.
I have been. You do get to practice that jump off of a moderately high diving board, I forget exactly how high it is. But it's legs together, feet pointed down, one arm with the hand over your face pinching your nose and the other held tight to your stomach. Nobody mentioned doing anything special on entering the water, besides the obvious of swimming to the surface after you stop.
The thing that kills most people who are "simply" buried in an avalanche (and not pulped as they're carried through the tries or into a rock) is actually the CO₂ concentration in the snow around their nose and mouth building up over time.
I have a piece of avalanche survival kit made for skiers/snowboarders called the "AvaLung" in my off-piste bag. It draws air in from around the face, and vents your exhalations out behind you. People have survived being buried an hour or more wearing one of those.