That's what i like to do as classes that use the same lines you can find in the voice commands, you can do the same with the Soldier, but it's not as annoying
Though unrelated, some other fun taunt thing i do is the Medic's Ubersaw taunt
"I'm going to saw through your- MEDIC!"
"I'm going to saw through your- DOCTOR!"
"I'm going to saw through your- Spy!"