Do pets really know their own names?

I have to call both names if I want both cats. The only time Bandit will come if I call Pussington is if I am in the kitchen. When I am cooking with raw meat I always give Pussington my scraps. Bandit can't get them because he has IBD and can get really sick if he eats the wrong thing. But he seems to have worked out that if I always call Pussington before I give her the meat. He think's he can out smart me.

I think it might just be more to do with tone and the sounds because Bandit and Pussington sound like totally different words when you say them out loud, different lengths and with different sounds, so maybe they don't know or comprehend their name totally, but they know what sounds are theirs and they know when to come when I call.