PebbleBeach, welcome, unfortuantely not, CPAP is the gold standard treatment for sleep apnea, dental appliances pretty only work for people with very mild sleep apnea. Weight loss can reduce the severity of sleep apnea in some cases so for example if you are over weight and you lose a heap of weight your severity can reduce from severe to moderate or moderate to mild, hope this helps.

I've read that there are exercises to strengthen/tone/firm your throat muscles. I know what two of them are, but just those two probably aren't enough--you'd need an expert to teach you.
One of the exercises is this: put the tip of your tongue up to the top of your mouth, then slide your tongue, keeping it touching your palate, toward the back of your head. When I do that I can feel a stretch and I can feel various muscles being exercised.
The other one I know I'm not sure how to explain. If there's interest, I can probably look up the article where I found it.

Hello. I was diagnosed with sleep apnea about 1-1/2 years ago. I have the CPAP machine. I cannot wear the over-the-nose mask entirely every night. I was advised from my doctor that being over-weight does have an effect on sleep. I need to loose about only 15 pounds. However there the trachea does get narrow from fat, but having to loose weight will widen the trachea and help promote a better night sleep. I have vapours of Aroma, similar to Eucalyptus, that I breathe in with the CPAP and for me does help drifting off to sleep.

The tissues inside your mouth and throat are soft. When you are awake, the muscles in your throat hold your airway open. But when you're asleep, those muscles relax, just like your muscles keep you in a standing position while you're awake but relax when you fall asleep.

The dental appliance keeps your lower jaw forward of your upper jaw, which provides those relaxed throat muscles with some support. But CPAP acts as a splint, keeping your airway open through continuous positive air pressure, so your relaxed throat tissues never close together.

There are several different masks from which to choose, so if you can't tolerate one, you can try another. The nasal pillows work best for me.

I have found that sometimes weight loss can help reduce the issue. Please note that I am saying REDUCE not remove. Because I have yet to find anything that can actually replace the device. There is a reason that a lot of us are sleeping with a sometimes uncomfortable machine on our face.

Yep, we do it because it's saving our life :)