I learned a technique by accident two weeks ago that is really influencing my sound, playing, and the expressiveness of some of my melodica.
I have some melodicas with sound holes on the bottom side of the instrument. When I want a muted sound, I hold the body of the melodica against my chest and stomach, covering the holes. When I want a brighter sound, I lift the instrument away from my chest.
Taking this one step further, by quickly rotating the melodica against and away from my body, I get a wha wha effect much like cupping and uncapping a harmonica.
Furthermore, lifting the instrument straight away and back to my chest quick provides another kind of wha wha or tremolo effect.
These techniques bring the instrument alive.
You must use a short rigid mouthpiece and hold the melodica at the bottom opposite the mouthpiece, which is the way I usually play.
I have not figured out the best type of material to wear yet that will provide the most modulation.