Yes. When Pier Giorgio was a little boy, the family had a dog named Jor (sometimes spelled Ior.) Later, the family had three other dogs named Mime, Wotan and Uadi. (Mime and Wotan, just like Mr. Frassati's horse Parsifal, were named for characters in works by the German composer Richard Wagner.)
In Pier Giorgio's letters to his sister, he often adding greetings for the dogs. On July 20, 1920, he sent "a kiss to Wotan, Mime, Uadi." On September 19, 1921, writing from Munich he added "a pawshake to Mime and Uadi."
(The family also had cats. Pier Giorgio and his sister were most fond of a blond Angora they named "Scimbo.")