Played rather seriously in The Book of the Still. A Mind Control device is injected into the Doctor's brain by a guy called Svadhisthana. Quite understandably, the Doctor screams, which Svadhisthana's crony finds funny. The reader probably won't, because, come on, you'd scream like a little girl too if there was a needle in your brain.
Svadhisthana and a needle. Pain in the base of his skull, a hot lance into the centre of his mind. "Nooooooooooooooooooooooooo!" Darlow's gutter laugh. "Screams like a girl."
And deployed strategically in Frontier Worlds when yet another mad scientist tries to vivisect him:
The Doctor let out a piercingly shrill scream. He’d had a number of travelling companions who used to do much the same thing, and he was pleased with the effect it had now. For added effect, he fluttered his hands at the extremes of their restraints.
The Dresden Files: If Harry Dresden and someone else are in a car and the appearance of something scary causes someone to scream in a high-pitched manner, it was the other person and most certainly not Harry.